+1,201.9%
GE vs SAP
+2,432.7%
-1,230.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.1% | +6.8% | +4.0% |
| 7D | +7.1% | -0.7% | +7.8% | +7.2% |
| 30D | +6.5% | +11.1% | -4.6% | +2.8% |
| 3M | -13.6% | +17.0% | -30.6% | -18.2% |
| 6M | +6.0% | +34.8% | -28.9% | -5.0% |
| YTD | +5.4% | -2.2% | +7.6% | +3.1% |
| 1Y | +6.5% | -6.4% | +12.9% | +5.5% |
| 3Y | +268.6% | +75.1% | +193.4% | +197.2% |
| 5Y | +389.0% | +69.8% | +319.2% | +294.2% |
| 10Y | +163.3% | +219.8% | -56.5% | +72.6% |
| All | +1,201.9% | +2,432.7% | -1,230.9% | +373.7% |
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