+70.8%
SAP vs IT
-43.2%
+113.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.1% | -2.7% |
| 7D | -0.7% | -16.9% | +16.2% | +5.7% |
| 30D | +11.1% | +2.3% | +8.8% | +9.2% |
| 3M | +17.0% | +2.9% | +14.2% | +14.3% |
| 6M | +34.8% | +25.9% | +9.0% | +20.9% |
| YTD | -2.2% | -24.6% | +22.4% | +3.2% |
| 1Y | -6.4% | -16.0% | +9.6% | -5.0% |
| 3Y | +75.1% | -51.6% | +126.7% | +111.2% |
| All | +70.8% | -43.2% | +113.9% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling