+3,185.6%
TSLA vs SAP
+236.1%
+2,949.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +15.6% | -3.9% | +19.5% | +18.2% |
| 30D | +5.9% | +6.5% | -0.6% | +1.3% |
| 3M | +21.4% | +14.7% | +6.7% | +10.6% |
| 6M | -8.3% | +39.9% | -48.2% | -28.8% |
| YTD | -11.6% | -2.0% | -9.7% | -14.7% |
| 1Y | -7.7% | -6.0% | -1.7% | -8.2% |
| 3Y | +85.2% | +67.7% | +17.5% | +21.6% |
| 5Y | +15.4% | +78.8% | -63.4% | -28.4% |
| All | +3,185.6% | +236.1% | +2,949.5% | +1,185.6% |
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 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