+1,218.3%
SAP vs NDAQ
+2,327.9%
-1,109.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.4% |
| 7D | -2.9% | -2.4% | -0.5% | -2.2% |
| 30D | +9.0% | +2.5% | +6.6% | +8.3% |
| 3M | +14.9% | +9.9% | +5.0% | +12.0% |
| 6M | +11.9% | +9.4% | +2.5% | +9.2% |
| YTD | -9.9% | +0.4% | -10.3% | -10.1% |
| 1Y | -19.5% | +4.0% | -23.6% | -20.6% |
| 3Y | +61.8% | +94.4% | -32.6% | +34.2% |
| 5Y | +56.2% | +56.7% | -0.6% | +36.3% |
| 10Y | +180.6% | +375.3% | -194.7% | +84.2% |
| All | +1,218.3% | +2,327.9% | -1,109.6% | +572.7% |
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 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