+3,047.2%
DELL vs SAP
+213.6%
+2,833.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.4% | -7.5% | -7.3% |
| 7D | +4.9% | +0.6% | +4.2% | +4.6% |
| 30D | -32.1% | +6.5% | -38.6% | -34.6% |
| 3M | -30.2% | +12.2% | -42.5% | -34.8% |
| 6M | +41.7% | +46.1% | -4.4% | +14.2% |
| YTD | +176.6% | -1.6% | +178.2% | +168.4% |
| 1Y | +159.9% | -5.1% | +165.1% | +157.6% |
| 3Y | +388.0% | +68.4% | +319.6% | +249.0% |
| 5Y | +578.2% | +79.4% | +498.8% | +353.9% |
| 10Y | +2,653.4% | +230.5% | +2,422.9% | +1,216.3% |
| All | +3,047.2% | +213.6% | +2,833.6% | +1,422.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling