+109.9%
SAP vs DOW
-15.4%
+125.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -0.3% | -2.9% | +2.7% | +0.4% |
| 30D | +2.6% | +2.0% | +0.6% | +1.9% |
| 3M | +16.3% | -12.5% | +28.8% | +19.6% |
| 6M | +6.4% | -9.2% | +15.6% | +6.9% |
| YTD | -11.4% | +30.8% | -42.2% | -20.4% |
| 1Y | -20.4% | +29.4% | -49.8% | -28.8% |
| 3Y | +56.5% | -34.6% | +91.1% | +67.8% |
| 5Y | +56.8% | -35.9% | +92.7% | +66.4% |
| All | +109.9% | -15.4% | +125.4% | +72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling