-5.9%
SAP vs NDAQ
+28.8%
-34.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.7% | +2.7% |
| 7D | +1.3% | +3.9% | -2.6% | -0.9% |
| 30D | +15.5% | +19.0% | -3.4% | +4.2% |
| 3M | +22.8% | +17.6% | +5.2% | +11.4% |
| 6M | +42.5% | +21.0% | +21.5% | +26.7% |
| YTD | +0.5% | +14.1% | -13.6% | -9.4% |
| 1Y | -5.9% | +29.4% | -35.4% | -18.6% |
| All | -5.9% | +28.8% | -34.8% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 1y: compounded portfolio wealth divided by compounded NDAQ 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…
1y analysis · Full analysis span regression · 6 months rolling