+131.6%
IBM vs SAP
+173.6%
-42.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.5% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | -1.5% | +2.6% | -4.1% | -2.5% |
| 3M | -16.8% | +16.3% | -33.0% | -21.8% |
| 6M | -9.0% | +6.4% | -15.4% | -11.7% |
| YTD | -20.1% | -11.4% | -8.6% | -17.7% |
| 1Y | -7.0% | -20.4% | +13.4% | -0.7% |
| 3Y | +72.4% | +56.5% | +15.9% | +38.7% |
| 5Y | +112.0% | +56.8% | +55.2% | +67.3% |
| 10Y | +131.6% | +176.2% | -44.6% | +35.2% |
| All | +131.6% | +173.6% | -42.1% | +35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling