+28.2%
BABA vs SAP
+249.3%
-221.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.7% |
| 7D | -4.8% | -2.9% | -1.9% | -3.6% |
| 30D | -11.9% | +9.0% | -20.9% | -15.3% |
| 3M | -9.3% | +14.9% | -24.2% | -15.4% |
| 6M | -14.2% | +11.9% | -26.1% | -19.9% |
| YTD | -22.0% | -9.9% | -12.1% | -20.6% |
| 1Y | -12.7% | -19.5% | +6.8% | -6.4% |
| 3Y | +26.7% | +61.8% | -35.2% | -7.6% |
| 5Y | -29.3% | +56.2% | -85.5% | -49.0% |
| 10Y | +21.2% | +180.6% | -159.4% | -38.5% |
| All | +28.2% | +249.3% | -221.1% | -41.6% |
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