+2,233.8%
SAP vs IT
+1,136.3%
+1,097.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | +0.5% |
| 7D | -2.9% | -6.0% | +3.1% | -1.1% |
| 30D | +9.0% | 0.0% | +9.0% | +8.9% |
| 3M | +14.9% | +13.1% | +1.9% | +10.1% |
| 6M | +11.9% | +11.7% | +0.2% | +7.3% |
| YTD | -9.9% | -26.1% | +16.2% | -3.5% |
| 1Y | -19.5% | -21.3% | +1.7% | -15.8% |
| 3Y | +61.8% | -46.7% | +108.5% | +84.6% |
| 5Y | +56.2% | -40.5% | +96.7% | +70.8% |
| 10Y | +180.6% | +103.9% | +76.7% | +109.9% |
| All | +2,233.8% | +1,136.3% | +1,097.4% | +803.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling