+1,255.7%
GE vs SAP
+2,233.8%
-978.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | -1.6% | -2.9% | +1.3% | -0.7% |
| 30D | -11.6% | +9.0% | -20.6% | -14.1% |
| 3M | +3.0% | +14.9% | -11.9% | -2.3% |
| 6M | -0.5% | +11.9% | -12.4% | -5.6% |
| YTD | +9.7% | -9.9% | +19.6% | +10.4% |
| 1Y | +20.0% | -19.5% | +39.6% | +24.9% |
| 3Y | +275.8% | +61.8% | +214.0% | +211.3% |
| 5Y | +429.1% | +56.2% | +372.9% | +338.5% |
| 10Y | +151.2% | +180.6% | -29.4% | +71.7% |
| All | +1,255.7% | +2,233.8% | -978.1% | +407.4% |
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