+13,444.1%
GOOG vs SAP
+703.4%
+12,740.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.7% |
| 7D | -2.1% | -2.9% | +0.8% | -0.9% |
| 30D | -6.8% | +9.0% | -15.8% | -10.6% |
| 3M | -9.1% | +14.9% | -24.0% | -15.4% |
| 6M | +10.7% | +11.9% | -1.2% | +3.1% |
| YTD | +7.1% | -9.9% | +17.0% | +8.7% |
| 1Y | +44.6% | -19.5% | +64.2% | +54.1% |
| 3Y | +147.4% | +61.8% | +85.6% | +84.9% |
| 5Y | +133.8% | +56.2% | +77.6% | +75.0% |
| 10Y | +777.5% | +180.6% | +596.9% | +385.1% |
| All | +13,444.1% | +703.4% | +12,740.7% | +4,075.5% |
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