+915.1%
MSFT vs SAP
+237.3%
+677.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -1.3% | +0.6% | -1.9% | -1.6% |
| 30D | -1.8% | +6.5% | -8.4% | -5.3% |
| 3M | +5.6% | +12.2% | -6.6% | -1.1% |
| 6M | +29.8% | +46.1% | -16.3% | +4.1% |
| YTD | +9.0% | -1.6% | +10.6% | +7.7% |
| 1Y | +4.9% | -5.1% | +10.1% | +5.7% |
| 3Y | +46.2% | +68.4% | -22.1% | +1.5% |
| 5Y | +62.1% | +79.4% | -17.3% | +5.8% |
| All | +915.1% | +237.3% | +677.8% | +311.4% |
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