+144.8%
IBM vs SAP
+236.1%
-91.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.3% | -3.9% | +3.6% | +1.3% |
| 30D | +6.8% | +6.5% | +0.2% | +4.0% |
| 3M | +4.4% | +14.7% | -10.3% | -1.4% |
| 6M | +13.2% | +39.9% | -26.7% | -1.2% |
| YTD | -15.1% | -2.0% | -13.2% | -16.3% |
| 1Y | -20.2% | -6.0% | -14.2% | -20.0% |
| 3Y | +79.3% | +67.7% | +11.6% | +40.2% |
| 5Y | +147.5% | +78.8% | +68.7% | +84.6% |
| All | +144.8% | +236.1% | -91.3% | +26.3% |
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