-39.8%
BABA vs SAP
+79.5%
-119.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.1% |
| 7D | -13.8% | +0.6% | -14.4% | -14.0% |
| 30D | -15.1% | +6.5% | -21.6% | -17.3% |
| 3M | -22.7% | +12.2% | -35.0% | -26.6% |
| 6M | -34.7% | +46.1% | -80.7% | -45.1% |
| YTD | -35.0% | -1.6% | -33.4% | -35.5% |
| 1Y | -40.4% | -5.1% | -35.3% | -39.7% |
| 3Y | +21.9% | +68.4% | -46.4% | -19.9% |
| All | -39.8% | +79.5% | -119.3% | -63.9% |
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