+38.3%
GOOG vs SAP
-22.5%
+60.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.8% |
| 7D | -2.5% | -5.1% | +2.6% | -1.9% |
| 30D | -3.6% | -1.8% | -1.8% | -3.4% |
| 3M | -6.4% | +20.9% | -27.4% | -8.6% |
| 6M | +7.8% | +7.0% | +0.8% | +6.5% |
| YTD | +5.5% | -13.7% | +19.2% | +6.3% |
| 1Y | +38.3% | -19.6% | +57.8% | +39.9% |
| All | +38.3% | -22.5% | +60.8% | +39.9% |
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