+143.3%
DELL vs SAP
-5.6%
+148.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.2% | -13.0% | -8.9% |
| 7D | -24.6% | +1.3% | -25.9% | -24.6% |
| 30D | -32.5% | +15.5% | -48.0% | -33.0% |
| 3M | -20.2% | +22.8% | -43.0% | -21.4% |
| 6M | +76.5% | +42.5% | +34.0% | +75.7% |
| YTD | +198.9% | +0.5% | +198.4% | +213.7% |
| 1Y | +143.3% | -5.9% | +149.3% | +178.5% |
| All | +143.3% | -5.6% | +148.9% | +178.5% |
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