+651.8%
GOOGL vs SAP
+230.9%
+420.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | +0.4% |
| 7D | +2.6% | +1.5% | +1.1% | +1.8% |
| 30D | -18.3% | +8.8% | -27.1% | -21.5% |
| 3M | -19.6% | +12.1% | -31.6% | -24.0% |
| 6M | -28.2% | +34.6% | -62.8% | -38.6% |
| YTD | -8.0% | -2.1% | -5.9% | -9.7% |
| 1Y | -0.7% | -5.5% | +4.9% | -0.7% |
| 3Y | +118.8% | +67.4% | +51.4% | +54.0% |
| 5Y | +98.9% | +74.6% | +24.3% | +33.4% |
| All | +651.8% | +230.9% | +420.9% | +222.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling