+121.0%
GOOG vs SAP
+69.7%
+51.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.0% |
| 7D | +3.0% | +0.6% | +2.4% | +2.9% |
| 30D | -14.9% | +6.5% | -21.4% | -16.2% |
| 3M | -14.9% | +12.2% | -27.1% | -17.4% |
| 6M | -26.6% | +46.1% | -72.7% | -33.6% |
| YTD | -6.6% | -1.6% | -5.0% | -6.2% |
| 1Y | +5.1% | -5.1% | +10.2% | +6.8% |
| 3Y | +121.0% | +68.4% | +52.6% | +81.0% |
| All | +121.0% | +69.7% | +51.3% | +81.0% |
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