+52.3%
MSFT vs SAP
+75.3%
-23.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +0.7% |
| 7D | +1.7% | -0.7% | +2.3% | +1.9% |
| 30D | +0.2% | +11.1% | -10.9% | -4.3% |
| 3M | +6.4% | +17.0% | -10.7% | -0.8% |
| 6M | +28.7% | +34.8% | -6.1% | +12.2% |
| YTD | +10.4% | -2.2% | +12.6% | +9.5% |
| 1Y | +7.6% | -6.4% | +14.1% | +8.4% |
| 3Y | +52.3% | +75.1% | -22.8% | +8.2% |
| All | +52.3% | +75.3% | -23.0% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling