+3,922.7%
DELL vs SAP
+175.6%
+3,747.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.8% | -4.6% |
| 7D | -1.9% | -5.1% | +3.2% | +0.6% |
| 30D | +14.9% | -1.8% | +16.7% | +15.5% |
| 3M | +37.2% | +20.9% | +16.3% | +21.8% |
| 6M | +254.0% | +7.0% | +247.0% | +234.5% |
| YTD | +306.1% | -13.7% | +319.9% | +323.9% |
| 1Y | +312.3% | -19.6% | +331.8% | +347.4% |
| 3Y | +654.0% | +52.4% | +601.6% | +468.7% |
| 5Y | +1,055.3% | +54.4% | +1,000.9% | +736.1% |
| All | +3,922.7% | +175.6% | +3,747.1% | +1,953.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling