+885.0%
MSFT vs SAP
+175.9%
+709.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.1% |
| 7D | -1.0% | -0.3% | -0.8% | -0.9% |
| 30D | -2.7% | +0.3% | -2.9% | -3.0% |
| 3M | +22.1% | +16.9% | +5.2% | +11.1% |
| 6M | +20.6% | +6.3% | +14.2% | +14.9% |
| YTD | +2.3% | -12.4% | +14.7% | +7.9% |
| 1Y | -0.5% | -21.6% | +21.1% | +10.9% |
| 3Y | +50.5% | +54.8% | -4.2% | +9.3% |
| 5Y | +72.3% | +56.2% | +16.2% | +21.3% |
| 10Y | +885.0% | +179.0% | +706.0% | +350.2% |
| All | +885.0% | +175.9% | +709.1% | +350.2% |
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 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