+131.7%
SAP vs DOW
-10.2%
+141.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.7% |
| 7D | -0.7% | -9.5% | +8.8% | +1.7% |
| 30D | +11.1% | +13.1% | -2.0% | +7.7% |
| 3M | +17.0% | +4.8% | +12.2% | +15.2% |
| 6M | +34.8% | -16.7% | +51.5% | +40.0% |
| YTD | -2.2% | +38.9% | -41.1% | -13.6% |
| 1Y | -6.4% | +48.3% | -54.7% | -19.1% |
| 3Y | +75.1% | -24.4% | +99.5% | +79.5% |
| 5Y | +69.8% | -29.2% | +99.0% | +75.3% |
| All | +131.7% | -10.2% | +141.9% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling