+70.8%
SAP vs TECH
-40.1%
+110.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | -0.7% | +0.2% | -0.8% | -0.7% |
| 30D | +11.1% | +0.3% | +10.8% | +11.0% |
| 3M | +17.0% | +1.3% | +15.7% | +16.7% |
| 6M | +34.8% | +54.0% | -19.1% | +21.1% |
| YTD | -2.2% | +24.3% | -26.5% | -8.5% |
| 1Y | -6.4% | +25.8% | -32.3% | -12.9% |
| 3Y | +75.1% | +26.0% | +49.2% | +54.0% |
| All | +70.8% | -40.1% | +110.9% | +87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling