+224.0%
SAP vs IT
+88.3%
+135.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.5% | -1.1% |
| 7D | +1.5% | -7.5% | +9.0% | +4.4% |
| 30D | +8.8% | -1.2% | +10.0% | +8.5% |
| 3M | +12.1% | -2.2% | +14.3% | +11.6% |
| 6M | +34.6% | +19.1% | +15.5% | +23.1% |
| YTD | -2.1% | -25.1% | +23.0% | +4.4% |
| 1Y | -5.5% | -17.4% | +11.8% | -2.9% |
| 3Y | +67.4% | -54.1% | +121.6% | +107.2% |
| 5Y | +74.6% | -42.7% | +117.2% | +92.9% |
| 10Y | +224.0% | +88.1% | +135.9% | +125.9% |
| All | +224.0% | +88.3% | +135.8% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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