+157.4%
GE vs SAP
+222.2%
-64.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.3% |
| 7D | +5.4% | +1.5% | +3.9% | +4.6% |
| 30D | +9.6% | +8.8% | +0.8% | +5.6% |
| 3M | -7.7% | +12.1% | -19.8% | -12.6% |
| 6M | +14.0% | +34.6% | -20.5% | -1.5% |
| YTD | +10.2% | -2.1% | +12.3% | +7.8% |
| 1Y | +8.9% | -5.5% | +14.5% | +8.4% |
| 3Y | +273.7% | +67.4% | +206.2% | +172.9% |
| 5Y | +410.2% | +74.6% | +335.6% | +254.7% |
| 10Y | +157.4% | +224.0% | -66.6% | +32.9% |
| All | +157.4% | +222.2% | -64.8% | +32.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling