-35.3%
BABA vs SAP
-5.6%
-29.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.2% | +0.7% | +4.5% |
| 7D | +4.3% | +1.3% | +3.0% | +4.1% |
| 30D | -5.0% | +15.5% | -20.5% | -6.1% |
| 3M | -18.4% | +22.8% | -41.2% | -19.9% |
| 6M | -20.3% | +42.5% | -62.7% | -22.6% |
| YTD | -27.5% | +0.5% | -28.0% | -29.5% |
| 1Y | -35.3% | -5.9% | -29.4% | -36.5% |
| All | -35.3% | -5.6% | -29.7% | -36.5% |
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