+235.4%
SAP vs TECH
+187.7%
+47.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.9% | +0.2% | -4.1% | -4.0% |
| 30D | +6.5% | +0.5% | +6.0% | +6.4% |
| 3M | +14.7% | +1.0% | +13.7% | +14.4% |
| 6M | +39.9% | +54.1% | -14.1% | +22.7% |
| YTD | -2.0% | +24.4% | -26.4% | -9.8% |
| 1Y | -6.0% | +19.3% | -25.3% | -12.6% |
| 3Y | +67.7% | +28.5% | +39.2% | +43.5% |
| 5Y | +78.8% | -41.0% | +119.7% | +97.5% |
| All | +235.4% | +187.7% | +47.6% | +101.3% |
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