+171.3%
SAP vs BBY
+242.2%
-70.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.1% | +0.7% | -5.8% | -5.3% |
| 30D | -1.8% | +5.8% | -7.6% | -3.3% |
| 3M | +20.9% | +18.0% | +2.9% | +15.9% |
| 6M | +7.0% | +39.8% | -32.9% | -2.0% |
| YTD | -13.7% | +35.4% | -49.1% | -20.7% |
| 1Y | -19.6% | +21.4% | -41.0% | -24.3% |
| 3Y | +52.4% | +39.5% | +12.9% | +33.7% |
| 5Y | +54.4% | -0.5% | +54.9% | +43.3% |
| All | +171.3% | +242.2% | -70.8% | +105.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling