+25.3%
U vs SAP
-5.9%
+31.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.8% | -3.9% | +6.7% | +5.2% |
| 30D | +7.6% | +6.5% | +1.1% | +2.9% |
| 3M | +12.7% | +14.7% | -2.0% | +2.2% |
| 6M | +87.0% | +39.9% | +47.0% | +47.6% |
| YTD | +13.6% | -2.0% | +15.6% | +16.6% |
| 1Y | +25.3% | -6.0% | +31.3% | +32.1% |
| All | +25.3% | -5.9% | +31.2% | +32.1% |
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