-4.1%
SAP vs TECH
+26.8%
-30.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +10.5% |
| 3M | +15.2% | +0.9% | +14.3% | +15.1% |
| 6M | +36.7% | +51.0% | -14.4% | +28.4% |
| YTD | -0.6% | +24.4% | -24.9% | -4.3% |
| All | -4.1% | +26.8% | -30.8% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling