+2,194.5%
SAP vs BBY
+5,397.4%
-3,202.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.5% |
| 7D | -0.3% | +8.1% | -8.4% | -2.0% |
| 30D | +2.6% | +8.9% | -6.4% | +0.5% |
| 3M | +16.3% | +22.0% | -5.8% | +11.0% |
| 6M | +6.4% | +37.8% | -31.4% | -1.5% |
| YTD | -11.4% | +37.3% | -48.7% | -18.2% |
| 1Y | -20.4% | +21.6% | -42.0% | -24.7% |
| 3Y | +56.5% | +41.5% | +15.0% | +39.2% |
| 5Y | +56.8% | +1.2% | +55.5% | +46.6% |
| 10Y | +176.2% | +237.8% | -61.6% | +90.5% |
| All | +2,194.5% | +5,397.4% | -3,202.9% | +854.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling