+152.6%
GOOGL vs SAP
+60.5%
+92.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -2.3% | -2.9% | +0.6% | -1.5% |
| 30D | -6.6% | +9.0% | -15.6% | -8.8% |
| 3M | -8.9% | +14.9% | -23.9% | -12.5% |
| 6M | +11.9% | +11.9% | 0.0% | +8.0% |
| YTD | +8.3% | -9.9% | +18.2% | +11.3% |
| 1Y | +46.2% | -19.5% | +65.7% | +56.3% |
| All | +152.6% | +60.5% | +92.1% | +93.2% |
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