+235.4%
SAP vs IT
+88.7%
+146.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | -3.9% | -3.7% | -0.2% | -2.5% |
| 30D | +6.5% | -3.1% | +9.6% | +7.0% |
| 3M | +14.7% | +6.3% | +8.3% | +10.7% |
| 6M | +39.9% | +24.8% | +15.2% | +25.8% |
| YTD | -2.0% | -24.4% | +22.4% | +4.2% |
| 1Y | -6.0% | -17.1% | +11.1% | -3.5% |
| 3Y | +67.7% | -53.6% | +121.3% | +106.7% |
| 5Y | +78.8% | -42.5% | +121.3% | +97.3% |
| All | +235.4% | +88.7% | +146.7% | +134.1% |
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