+11.7%
BABA vs SAP
+236.1%
-224.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | 0.0% | -7.0% | -7.0% |
| 7D | -12.7% | -3.9% | -8.8% | -11.3% |
| 30D | -14.9% | +6.5% | -21.4% | -17.2% |
| 3M | -24.6% | +14.7% | -39.3% | -29.3% |
| 6M | -29.3% | +39.9% | -69.3% | -40.1% |
| YTD | -35.0% | -2.0% | -33.1% | -36.3% |
| 1Y | -39.7% | -6.0% | -33.7% | -39.7% |
| 3Y | +21.2% | +67.7% | -46.5% | -13.2% |
| 5Y | -39.9% | +78.8% | -118.7% | -59.6% |
| All | +11.7% | +236.1% | -224.4% | -51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling