+258.0%
DELL vs SAP
+13.1%
+244.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.5% |
| 7D | +14.9% | -2.9% | +17.8% | +15.0% |
| 30D | +13.3% | +9.0% | +4.3% | +12.8% |
| 3M | +24.4% | +14.9% | +9.4% | +34.0% |
| 6M | +258.0% | +11.9% | +246.1% | +264.4% |
| All | +258.0% | +13.1% | +244.9% | +264.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling