+1,330.7%
SAP vs NDAQ
+2,593.6%
-1,262.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.2% |
| 7D | -0.7% | +0.8% | -1.5% | -0.9% |
| 30D | +11.1% | +16.5% | -5.4% | +6.3% |
| 3M | +17.0% | +13.5% | +3.5% | +12.8% |
| 6M | +34.8% | +20.9% | +13.9% | +27.7% |
| YTD | -2.2% | +11.4% | -13.6% | -5.3% |
| 1Y | -6.4% | +25.9% | -32.4% | -12.4% |
| 3Y | +75.1% | +119.9% | -44.7% | +40.4% |
| 5Y | +69.8% | +61.7% | +8.1% | +46.6% |
| 10Y | +219.8% | +481.6% | -261.8% | +99.1% |
| All | +1,330.7% | +2,593.6% | -1,262.9% | +608.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling