+284.1%
GE vs SAP
+60.5%
+223.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | -1.6% | -2.9% | +1.3% | -0.9% |
| 30D | -11.6% | +9.0% | -20.6% | -13.6% |
| 3M | +3.0% | +14.9% | -11.9% | -0.6% |
| 6M | -0.5% | +11.9% | -12.4% | -3.5% |
| YTD | +9.7% | -9.9% | +19.6% | +13.9% |
| 1Y | +20.0% | -19.5% | +39.6% | +30.7% |
| All | +284.1% | +60.5% | +223.6% | +203.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling