+22.3%
BABA vs SAP
+295.4%
-273.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.2% | +2.0% |
| 7D | +8.6% | +4.0% | +4.5% | +6.8% |
| 30D | -1.1% | +15.7% | -16.8% | -7.0% |
| 3M | -15.9% | +23.4% | -39.3% | -23.5% |
| 6M | -17.5% | +41.3% | -58.8% | -30.3% |
| YTD | -25.6% | +2.0% | -27.6% | -28.3% |
| 1Y | -33.8% | -5.1% | -28.7% | -34.0% |
| 3Y | +34.6% | +82.1% | -47.5% | -6.6% |
| 5Y | -27.7% | +77.2% | -104.8% | -50.5% |
| 10Y | +17.7% | +233.6% | -215.9% | -44.6% |
| All | +22.3% | +295.4% | -273.1% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling