+8.9%
GE vs SAP
-5.5%
+14.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +0.7% |
| 7D | +5.4% | +1.5% | +3.9% | +5.3% |
| 30D | +9.6% | +8.8% | +0.8% | +9.6% |
| 3M | -7.7% | +12.1% | -19.8% | -7.8% |
| 6M | +14.0% | +34.6% | -20.5% | +14.0% |
| YTD | +10.2% | -2.1% | +12.3% | +10.3% |
| 1Y | +8.9% | -5.5% | +14.5% | +9.8% |
| All | +8.9% | -5.5% | +14.4% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling