+2,973.5%
TSLA vs SAP
+222.2%
+2,751.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.4% |
| 7D | -4.7% | +1.5% | -6.2% | -6.0% |
| 30D | -0.8% | +8.8% | -9.6% | -6.4% |
| 3M | +14.8% | +12.1% | +2.7% | +6.1% |
| 6M | -11.3% | +34.6% | -45.9% | -29.4% |
| YTD | -15.6% | -2.1% | -13.4% | -18.4% |
| 1Y | -14.7% | -5.5% | -9.2% | -15.4% |
| 3Y | +76.9% | +67.4% | +9.5% | +16.3% |
| 5Y | +6.7% | +74.6% | -67.9% | -32.7% |
| 10Y | +2,973.5% | +224.0% | +2,749.5% | +1,138.2% |
| All | +2,973.5% | +222.2% | +2,751.3% | +1,138.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling