+34.5%
BABA vs SAP
+82.9%
-48.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.2% | +2.4% |
| 7D | +8.6% | +4.0% | +4.5% | +7.8% |
| 30D | -1.1% | +15.7% | -16.8% | -3.8% |
| 3M | -15.9% | +23.4% | -39.3% | -19.5% |
| 6M | -17.5% | +41.3% | -58.8% | -23.4% |
| YTD | -25.6% | +2.0% | -27.6% | -25.9% |
| 1Y | -33.8% | -5.1% | -28.7% | -32.7% |
| All | +34.5% | +82.9% | -48.3% | +4.5% |
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 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