+176.2%
SAP vs IT
+89.8%
+86.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.4% | +5.7% | +1.1% |
| 7D | -0.3% | -9.1% | +8.9% | +3.2% |
| 30D | +2.6% | -7.0% | +9.6% | +5.2% |
| 3M | +16.3% | +7.6% | +8.6% | +11.7% |
| 6M | +6.4% | +2.1% | +4.3% | +3.8% |
| YTD | -11.4% | -31.6% | +20.2% | -1.3% |
| 1Y | -20.4% | -29.9% | +9.5% | -12.7% |
| 3Y | +56.5% | -51.3% | +107.8% | +89.4% |
| 5Y | +56.8% | -44.8% | +101.6% | +76.8% |
| 10Y | +176.2% | +91.4% | +84.8% | +112.6% |
| All | +176.2% | +89.8% | +86.3% | +112.6% |
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