-0.8%
MSFT vs SAP
-19.8%
+19.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.7% |
| 7D | -2.7% | -2.9% | +0.2% | -1.5% |
| 30D | +2.7% | +9.0% | -6.3% | -1.1% |
| 3M | +17.0% | +14.9% | +2.0% | +9.6% |
| 6M | +23.8% | +11.9% | +11.9% | +16.5% |
| YTD | +4.0% | -9.9% | +13.9% | +6.2% |
| 1Y | -0.8% | -19.5% | +18.7% | +2.5% |
| All | -0.8% | -19.8% | +19.0% | +2.5% |
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 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