-19.5%
SAP vs BBY
+27.1%
-46.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -1.3% |
| 7D | -2.9% | +9.5% | -12.4% | -4.2% |
| 30D | +9.0% | +6.8% | +2.2% | +7.7% |
| 3M | +14.9% | +28.9% | -13.9% | +10.1% |
| 6M | +11.9% | +37.8% | -25.9% | +4.9% |
| YTD | -9.9% | +38.7% | -48.7% | -16.5% |
| 1Y | -19.5% | +23.7% | -43.2% | -22.9% |
| All | -19.5% | +27.1% | -46.6% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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