+346.9%
DELL vs SAP
-21.2%
+368.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +8.7% | -0.3% | +9.0% | +8.8% |
| 30D | +16.9% | +0.3% | +16.6% | +16.8% |
| 3M | +40.4% | +16.9% | +23.5% | +40.3% |
| 6M | +267.1% | +6.3% | +260.7% | +274.5% |
| YTD | +329.1% | -12.4% | +341.5% | +356.9% |
| 1Y | +346.9% | -21.6% | +368.5% | +398.8% |
| All | +346.9% | -21.2% | +368.1% | +398.8% |
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