+80.7%
SAP vs NDAQ
+66.7%
+14.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | +0.6% | +1.3% | -0.6% | 0.0% |
| 30D | +6.5% | +18.0% | -11.4% | -2.2% |
| 3M | +12.2% | +11.5% | +0.7% | +5.9% |
| 6M | +46.1% | +21.1% | +25.0% | +32.1% |
| YTD | -1.6% | +12.8% | -14.4% | -8.3% |
| 1Y | -5.1% | +25.7% | -30.8% | -16.1% |
| 3Y | +68.4% | +116.8% | -48.5% | +12.5% |
| All | +80.7% | +66.7% | +14.0% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling