+222.9%
SAP vs TECH
+204.1%
+18.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.6% | +0.2% | +1.4% | +1.6% |
| 30D | +10.5% | +0.5% | +10.0% | +10.4% |
| 3M | +15.2% | +0.9% | +14.3% | +14.9% |
| 6M | +36.7% | +51.0% | -14.4% | +20.6% |
| YTD | -0.6% | +24.4% | -24.9% | -8.5% |
| 1Y | -4.1% | +27.6% | -31.7% | -12.7% |
| 3Y | +73.2% | +29.9% | +43.3% | +47.7% |
| 5Y | +74.1% | -40.6% | +114.8% | +91.9% |
| 10Y | +222.9% | +196.7% | +26.2% | +96.2% |
| All | +222.9% | +204.1% | +18.8% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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