-13.3%
IBM vs SAP
-5.6%
-7.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | -0.5% |
| 7D | +0.4% | +1.3% | -0.9% | -0.3% |
| 30D | +14.8% | +15.5% | -0.8% | +6.5% |
| 3M | +8.9% | +22.8% | -13.9% | -2.1% |
| 6M | +12.4% | +42.5% | -30.0% | -6.0% |
| YTD | -12.4% | +0.5% | -12.9% | -24.8% |
| 1Y | -13.3% | -5.9% | -7.3% | -23.4% |
| All | -13.3% | -5.6% | -7.7% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling