+44.5%
GOOG vs SAP
-19.8%
+64.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -2.2% | -2.9% | +0.7% | -1.9% |
| 30D | -6.9% | +9.0% | -15.9% | -7.9% |
| 3M | -9.1% | +14.9% | -24.1% | -10.9% |
| 6M | +10.6% | +11.9% | -1.3% | +8.7% |
| YTD | +7.0% | -9.9% | +16.9% | +7.3% |
| 1Y | +44.5% | -19.5% | +64.1% | +44.7% |
| All | +44.5% | -19.8% | +64.3% | +44.7% |
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 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