+266.1%
GE vs SAP
+69.7%
+196.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +2.7% | +0.6% | +2.0% | +2.5% |
| 30D | +8.1% | +6.5% | +1.5% | +6.4% |
| 3M | -7.9% | +12.2% | -20.1% | -10.5% |
| 6M | +12.9% | +46.1% | -33.2% | +1.9% |
| YTD | +8.2% | -1.6% | +9.8% | +10.0% |
| 1Y | +9.7% | -5.1% | +14.8% | +13.3% |
| 3Y | +266.1% | +68.4% | +197.8% | +201.3% |
| All | +266.1% | +69.7% | +196.4% | +201.3% |
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