+9.0%
MSFT vs SAP
-5.6%
+14.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.2% | +2.5% | +4.8% |
| 7D | +4.7% | +1.3% | +3.4% | +4.1% |
| 30D | +5.8% | +15.5% | -9.7% | -0.9% |
| 3M | +13.0% | +22.8% | -9.8% | +2.7% |
| 6M | +34.9% | +42.5% | -7.5% | +13.3% |
| YTD | +15.7% | +0.5% | +15.1% | +14.4% |
| 1Y | +9.0% | -5.9% | +14.9% | +8.6% |
| All | +9.0% | -5.6% | +14.5% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling