+135.7%
SAP vs DOW
-11.5%
+147.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.0% |
| 7D | +1.6% | -9.4% | +11.0% | +4.1% |
| 30D | +10.5% | +8.9% | +1.6% | +8.1% |
| 3M | +15.2% | +6.7% | +8.4% | +12.9% |
| 6M | +36.7% | -14.2% | +50.9% | +40.8% |
| YTD | -0.6% | +36.9% | -37.5% | -11.8% |
| 1Y | -4.1% | +45.8% | -49.9% | -16.7% |
| 3Y | +73.2% | -23.9% | +97.1% | +76.9% |
| 5Y | +74.1% | -30.8% | +104.9% | +80.8% |
| All | +135.7% | -11.5% | +147.1% | +90.8% |
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