-5.9%
SAP vs DOW
+50.2%
-56.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.2% | +7.5% | +4.2% |
| 7D | +1.3% | -4.2% | +5.5% | +1.3% |
| 30D | +15.5% | +14.7% | +0.9% | +15.8% |
| 3M | +22.8% | +9.1% | +13.7% | +22.9% |
| 6M | +42.5% | -17.7% | +60.1% | +43.0% |
| YTD | +0.5% | +44.6% | -44.1% | -5.6% |
| 1Y | -5.9% | +51.9% | -57.8% | -13.3% |
| All | -5.9% | +50.2% | -56.2% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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