+56.4%
SAP vs DOW
-37.6%
+93.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.3% |
| 7D | -2.9% | -2.4% | -0.5% | -2.5% |
| 30D | +9.0% | +0.4% | +8.6% | +8.8% |
| 3M | +14.9% | -14.4% | +29.3% | +17.9% |
| 6M | +11.9% | -7.0% | +18.9% | +11.4% |
| YTD | -9.9% | +30.2% | -40.1% | -17.7% |
| 1Y | -19.5% | +29.2% | -48.7% | -26.9% |
| 3Y | +61.8% | -36.7% | +98.5% | +77.7% |
| All | +56.4% | -37.6% | +93.9% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling