+214.8%
SAP vs NDAQ
+475.8%
-261.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.3% |
| 7D | -0.7% | +0.8% | -1.5% | -1.1% |
| 30D | +11.1% | +16.5% | -5.4% | +2.8% |
| 3M | +17.0% | +13.5% | +3.5% | +9.6% |
| 6M | +34.8% | +20.9% | +13.9% | +22.2% |
| YTD | -2.2% | +11.4% | -13.6% | -8.1% |
| 1Y | -6.4% | +25.9% | -32.4% | -17.2% |
| 3Y | +75.1% | +119.9% | -44.7% | +16.5% |
| 5Y | +69.8% | +61.7% | +8.1% | +28.6% |
| All | +214.8% | +475.8% | -261.0% | +32.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling