+36,171.4%
ORLY vs SAP
+2,448.5%
+33,723.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +2.6% | +0.6% | +1.9% | +2.4% |
| 30D | +6.3% | +6.5% | -0.2% | +4.9% |
| 3M | -0.4% | +12.2% | -12.7% | -2.9% |
| 6M | +2.8% | +46.1% | -43.3% | -5.6% |
| YTD | +1.1% | -1.6% | +2.7% | +0.1% |
| 1Y | -6.3% | -5.1% | -1.2% | -6.5% |
| 3Y | +38.9% | +68.4% | -29.5% | +20.8% |
| 5Y | +113.1% | +79.4% | +33.7% | +80.4% |
| 10Y | +426.2% | +230.5% | +195.8% | +284.3% |
| All | +36,171.4% | +2,448.5% | +33,723.0% | +17,708.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling