+56.2%
SAP vs BBY
+38.4%
+17.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.3% | -0.9% |
| 7D | -0.3% | +1.2% | -1.4% | -0.4% |
| 30D | +0.3% | +6.8% | -6.5% | -0.9% |
| 3M | +16.9% | +18.7% | -1.9% | +13.6% |
| 6M | +6.3% | +37.3% | -31.0% | +0.6% |
| YTD | -12.4% | +35.3% | -47.7% | -17.2% |
| 1Y | -21.6% | +20.7% | -42.3% | -24.7% |
| All | +56.2% | +38.4% | +17.8% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling