-30.1%
BABA vs SAP
+73.0%
-103.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.2% |
| 3M | -17.9% | +15.2% | -33.1% | -22.8% |
| 6M | -24.1% | +36.7% | -60.8% | -34.2% |
| YTD | -27.4% | -0.6% | -26.9% | -28.2% |
| 1Y | -36.1% | -4.1% | -31.9% | -35.6% |
| 3Y | +35.4% | +73.2% | -37.9% | -12.3% |
| 5Y | -30.1% | +74.1% | -104.2% | -56.7% |
| All | -30.1% | +73.0% | -103.1% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling