+87.5%
U vs SAP
+69.7%
+17.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.9% | +5.0% |
| 7D | +2.6% | +0.6% | +1.9% | +2.1% |
| 30D | +27.6% | +6.5% | +21.0% | +21.5% |
| 3M | +15.3% | +12.2% | +3.1% | +5.2% |
| 6M | +96.4% | +46.1% | +50.3% | +45.6% |
| YTD | +19.6% | -1.6% | +21.2% | +20.5% |
| 1Y | +42.1% | -5.1% | +47.2% | +47.3% |
| 3Y | +87.5% | +68.4% | +19.2% | +24.6% |
| All | +87.5% | +69.7% | +17.9% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling