+11,484.7%
GOOGL vs SAP
+786.7%
+10,697.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.4% |
| 7D | +3.3% | +1.6% | +1.7% | +2.4% |
| 30D | -18.1% | +10.5% | -28.6% | -21.8% |
| 3M | -18.6% | +15.2% | -33.8% | -23.9% |
| 6M | -28.0% | +36.7% | -64.7% | -38.6% |
| YTD | -7.8% | -0.6% | -7.2% | -10.6% |
| 1Y | +3.6% | -4.1% | +7.7% | +2.2% |
| 3Y | +123.4% | +73.2% | +50.1% | +61.6% |
| 5Y | +95.3% | +74.1% | +21.2% | +39.1% |
| 10Y | +622.2% | +222.9% | +399.3% | +274.3% |
| All | +11,484.7% | +786.7% | +10,697.9% | +3,307.4% |
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 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