+4.6%
TSLA vs SAP
-19.8%
+24.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.8% |
| 7D | +1.5% | -2.9% | +4.4% | +2.0% |
| 30D | +10.1% | +9.0% | +1.1% | +9.0% |
| 3M | -15.4% | +14.9% | -30.3% | -15.7% |
| 6M | -12.8% | +11.9% | -24.7% | -12.1% |
| YTD | -21.3% | -9.9% | -11.4% | -13.0% |
| 1Y | +4.6% | -19.5% | +24.1% | +24.6% |
| All | +4.6% | -19.8% | +24.4% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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