+115.5%
IBM vs SAP
+55.2%
+60.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -0.3% | -2.9% | +2.6% | +0.7% |
| 30D | +0.3% | +9.0% | -8.7% | -2.8% |
| 3M | -21.6% | +14.9% | -36.6% | -25.7% |
| 6M | -4.7% | +11.9% | -16.6% | -9.2% |
| YTD | -19.1% | -9.9% | -9.2% | -18.9% |
| 1Y | -2.5% | -19.5% | +17.0% | +0.7% |
| 3Y | +74.2% | +61.8% | +12.3% | +47.3% |
| All | +115.5% | +55.2% | +60.2% | +80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling