-18.7%
SAP vs BBY
+24.8%
-43.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.2% |
| 7D | -4.1% | +0.6% | -4.7% | -4.2% |
| 30D | +1.1% | +9.4% | -8.3% | -0.5% |
| 3M | +26.1% | +19.3% | +6.8% | +22.5% |
| 6M | +9.8% | +47.9% | -38.1% | +1.7% |
| YTD | -13.6% | +39.6% | -53.1% | -20.0% |
| 1Y | -18.7% | +22.2% | -40.9% | -21.1% |
| All | -18.7% | +24.8% | -43.5% | -21.1% |
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