+34.6%
CSCO vs SAP
-7.9%
+42.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.2% | -2.0% |
| 7D | -10.2% | -0.7% | -9.5% | -10.2% |
| 30D | -20.1% | +11.1% | -31.2% | -20.0% |
| 3M | -22.1% | +17.0% | -39.1% | -22.2% |
| 6M | +3.2% | +34.8% | -31.6% | +2.8% |
| YTD | +24.1% | -2.2% | +26.3% | +27.8% |
| 1Y | +34.6% | -6.4% | +41.0% | +39.6% |
| All | +34.6% | -7.9% | +42.4% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling