+17.1%
BABA vs SAP
+216.8%
-199.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +3.0% |
| 7D | +11.6% | -0.7% | +12.3% | +11.9% |
| 30D | +2.3% | +11.1% | -8.8% | -2.3% |
| 3M | -13.7% | +17.0% | -30.7% | -19.8% |
| 6M | -21.9% | +34.8% | -56.7% | -32.7% |
| YTD | -24.6% | -2.2% | -22.4% | -26.0% |
| 1Y | -34.1% | -6.4% | -27.7% | -33.9% |
| 3Y | +36.3% | +75.1% | -38.9% | -4.8% |
| 5Y | -26.7% | +69.8% | -96.6% | -49.7% |
| All | +17.1% | +216.8% | -199.7% | -49.8% |
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