+12.3%
QQQ vs SAP
-5.7%
+18.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | +3.6% | +0.6% | +3.0% | +3.6% |
| 30D | -6.7% | +6.5% | -13.3% | -7.0% |
| 3M | -7.0% | +12.2% | -19.3% | -7.5% |
| 6M | -4.7% | +46.1% | -50.7% | -6.2% |
| YTD | +11.1% | -1.6% | +12.7% | +15.5% |
| 1Y | +12.3% | -5.1% | +17.4% | +18.9% |
| All | +12.3% | -5.7% | +18.0% | +18.9% |
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