+15.8%
BABA vs SAP
+228.4%
-212.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -4.4% |
| 7D | +3.8% | +1.6% | +2.2% | +3.1% |
| 30D | -5.4% | +10.5% | -15.9% | -9.5% |
| 3M | -17.9% | +15.2% | -33.1% | -23.2% |
| 6M | -24.1% | +36.7% | -60.8% | -34.9% |
| YTD | -27.4% | -0.6% | -26.9% | -29.3% |
| 1Y | -36.1% | -4.1% | -31.9% | -36.6% |
| 3Y | +35.4% | +73.2% | -37.9% | -4.7% |
| 5Y | -30.1% | +74.1% | -104.2% | -52.5% |
| 10Y | +15.8% | +222.9% | -207.1% | -50.8% |
| All | +15.8% | +228.4% | -212.5% | -50.8% |
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