+16.7%
U vs SAP
-5.5%
+22.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.1% |
| 7D | +24.4% | +1.5% | +22.9% | +23.0% |
| 30D | +7.4% | +8.8% | -1.4% | +1.3% |
| 3M | +16.8% | +12.1% | +4.7% | +7.5% |
| 6M | +78.8% | +34.6% | +44.2% | +46.0% |
| YTD | +14.0% | -2.1% | +16.1% | +16.1% |
| 1Y | +16.7% | -5.5% | +22.3% | +21.2% |
| All | +16.7% | -5.5% | +22.2% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling