+68.4%
SAP vs TECH
+29.5%
+38.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +6.5% | +0.4% | +6.1% | +6.5% |
| 3M | +12.2% | +1.0% | +11.3% | +12.1% |
| 6M | +46.1% | +62.7% | -16.6% | +34.8% |
| YTD | -1.6% | +24.3% | -25.9% | -5.7% |
| 1Y | -5.1% | +20.5% | -25.6% | -8.7% |
| 3Y | +68.4% | +29.3% | +39.0% | +57.4% |
| All | +68.4% | +29.5% | +38.9% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling