+149.9%
IBM vs SAP
+228.4%
-78.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.2% |
| 7D | -2.5% | +1.6% | -4.2% | -3.3% |
| 30D | +8.4% | +10.5% | -2.2% | +4.0% |
| 3M | +4.5% | +15.2% | -10.7% | -1.5% |
| 6M | +7.9% | +36.7% | -28.8% | -5.0% |
| YTD | -15.2% | -0.6% | -14.7% | -16.8% |
| 1Y | -17.6% | -4.1% | -13.5% | -18.0% |
| 3Y | +82.1% | +73.2% | +8.8% | +40.6% |
| 5Y | +143.3% | +74.1% | +69.2% | +84.0% |
| 10Y | +149.9% | +222.9% | -73.0% | +37.1% |
| All | +149.9% | +228.4% | -78.4% | +37.1% |
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