-20.4%
SAP vs NDAQ
+2.6%
-23.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.6% |
| 7D | -0.3% | -2.6% | +2.3% | +1.3% |
| 30D | +2.6% | +0.5% | +2.1% | +2.3% |
| 3M | +16.3% | +9.9% | +6.3% | +10.3% |
| 6M | +6.4% | +8.2% | -1.8% | +1.3% |
| YTD | -11.4% | -1.5% | -9.9% | -12.9% |
| 1Y | -20.4% | +1.3% | -21.7% | -24.9% |
| All | -20.4% | +2.6% | -23.0% | -24.9% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling