+1,122.0%
DELL vs SAP
+56.2%
+1,065.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.5% | +2.5% |
| 7D | +25.6% | -0.3% | +25.9% | +25.7% |
| 30D | +17.7% | +2.6% | +15.1% | +16.1% |
| 3M | +33.4% | +16.3% | +17.2% | +23.5% |
| 6M | +266.2% | +6.4% | +259.8% | +253.6% |
| YTD | +328.0% | -11.4% | +339.4% | +347.4% |
| 1Y | +339.6% | -20.4% | +360.0% | +386.9% |
| 3Y | +694.6% | +56.5% | +638.1% | +510.9% |
| 5Y | +1,122.0% | +56.8% | +1,065.2% | +702.1% |
| All | +1,122.0% | +56.2% | +1,065.8% | +702.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling