+137.7%
GOOGL vs SAP
+56.2%
+81.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.6% |
| 7D | +1.1% | -0.3% | +1.3% | +1.1% |
| 30D | -4.4% | +2.6% | -7.0% | -5.6% |
| 3M | -6.8% | +16.3% | -23.1% | -12.8% |
| 6M | +13.6% | +6.4% | +7.2% | +9.6% |
| YTD | +8.3% | -11.4% | +19.7% | +12.4% |
| 1Y | +44.9% | -20.4% | +65.4% | +58.0% |
| 3Y | +150.5% | +56.5% | +93.9% | +78.0% |
| 5Y | +137.7% | +56.8% | +80.9% | +54.4% |
| All | +137.7% | +56.2% | +81.5% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling