+80.4%
IBM vs SAP
+75.3%
+5.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.3% | +0.9% |
| 7D | -5.0% | -0.7% | -4.3% | -4.8% |
| 30D | +11.1% | +11.1% | 0.0% | +6.3% |
| 3M | +5.7% | +17.0% | -11.3% | -1.1% |
| 6M | +10.1% | +34.8% | -24.7% | -2.8% |
| YTD | -15.6% | -2.2% | -13.4% | -19.5% |
| 1Y | -19.5% | -6.4% | -13.1% | -22.2% |
| 3Y | +80.4% | +75.1% | +5.3% | +45.2% |
| All | +80.4% | +75.3% | +5.1% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling