+724.9%
DELL vs SAP
+54.2%
+670.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.2% | +11.8% | +11.9% |
| 7D | +8.2% | -4.1% | +12.3% | +9.8% |
| 30D | +17.1% | +1.1% | +16.0% | +16.5% |
| 3M | +45.2% | +26.1% | +19.1% | +30.8% |
| 6M | +286.8% | +9.8% | +277.0% | +273.4% |
| YTD | +354.8% | -13.6% | +368.4% | +389.5% |
| 1Y | +358.3% | -18.7% | +376.9% | +411.6% |
| 3Y | +724.9% | +54.1% | +670.8% | +545.2% |
| All | +724.9% | +54.2% | +670.7% | +545.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling