+11,697.7%
GOOGL vs SAP
+774.3%
+10,923.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +2.0% | +2.0% |
| 7D | +1.6% | -2.5% | +4.0% | +2.6% |
| 30D | -16.8% | +7.5% | -24.3% | -19.6% |
| 3M | -14.6% | +11.6% | -26.2% | -19.1% |
| 6M | -24.4% | +37.6% | -62.0% | -35.7% |
| YTD | -6.1% | -2.0% | -4.1% | -8.4% |
| 1Y | +1.0% | -6.4% | +7.4% | +0.7% |
| 3Y | +123.4% | +67.7% | +55.7% | +64.1% |
| 5Y | +103.2% | +75.7% | +27.5% | +44.1% |
| 10Y | +667.7% | +229.3% | +438.4% | +294.5% |
| All | +11,697.7% | +774.3% | +10,923.4% | +3,391.7% |
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