+123.4%
GOOGL vs SAP
+72.5%
+50.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.8% |
| 7D | +3.3% | +1.6% | +1.7% | +2.8% |
| 30D | -18.1% | +10.5% | -28.6% | -20.2% |
| 3M | -18.6% | +15.2% | -33.8% | -21.6% |
| 6M | -28.0% | +36.7% | -64.7% | -33.9% |
| YTD | -7.8% | -0.6% | -7.2% | -7.8% |
| 1Y | +3.6% | -4.1% | +7.7% | +4.9% |
| 3Y | +123.4% | +73.2% | +50.1% | +80.0% |
| All | +123.4% | +72.5% | +50.8% | +80.0% |
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