+133.2%
SAP vs DOW
-5.5%
+138.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +0.6% | +5.2% | -4.6% | -0.7% |
| 30D | +6.5% | +13.2% | -6.7% | +3.2% |
| 3M | +12.2% | +10.1% | +2.2% | +9.2% |
| 6M | +46.1% | -13.1% | +59.1% | +50.2% |
| YTD | -1.6% | +46.1% | -47.7% | -14.2% |
| 1Y | -5.1% | +50.0% | -55.1% | -18.0% |
| 3Y | +68.4% | -20.2% | +88.6% | +70.2% |
| 5Y | +79.4% | -27.7% | +107.1% | +84.6% |
| All | +133.2% | -5.5% | +138.7% | +85.7% |
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