+2,233.8%
SAP vs TECH
+7,125.3%
-4,891.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +9.0% | +0.7% | +8.3% | +8.8% |
| 3M | +14.9% | +36.3% | -21.4% | +5.8% |
| 6M | +11.9% | +25.6% | -13.7% | +4.1% |
| YTD | -9.9% | +23.7% | -33.6% | -16.1% |
| 1Y | -19.5% | +37.6% | -57.2% | -27.4% |
| 3Y | +61.8% | -6.6% | +68.4% | +55.0% |
| 5Y | +56.2% | -42.2% | +98.4% | +65.7% |
| 10Y | +180.6% | +187.6% | -7.0% | +98.7% |
| All | +2,233.8% | +7,125.3% | -4,891.6% | +747.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling