+13,507.3%
GOOGL vs SAP
+703.4%
+12,803.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -2.3% | -2.9% | +0.6% | -1.0% |
| 30D | -6.6% | +9.0% | -15.6% | -10.3% |
| 3M | -8.9% | +14.9% | -23.9% | -15.3% |
| 6M | +11.9% | +11.9% | 0.0% | +4.2% |
| YTD | +8.3% | -9.9% | +18.2% | +10.1% |
| 1Y | +46.2% | -19.5% | +65.7% | +55.9% |
| 3Y | +151.9% | +61.8% | +90.1% | +88.2% |
| 5Y | +137.7% | +56.2% | +81.5% | +77.8% |
| 10Y | +757.6% | +180.6% | +576.9% | +373.8% |
| All | +13,507.3% | +703.4% | +12,803.9% | +4,093.5% |
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