-5.1%
SAP vs BBY
+41.6%
-46.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.3% |
| 7D | +0.6% | +4.5% | -3.8% | -0.1% |
| 30D | +6.5% | +16.8% | -10.3% | +4.0% |
| 3M | +12.2% | +23.2% | -11.0% | +8.8% |
| 6M | +46.1% | +91.9% | -45.9% | +31.2% |
| YTD | -1.6% | +61.6% | -63.3% | -10.7% |
| 1Y | -5.1% | +43.9% | -49.0% | -12.0% |
| All | -5.1% | +41.6% | -46.7% | -12.0% |
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