+2,664.3%
TSLA vs SAP
+176.2%
+2,488.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +3.2% | -4.1% | +7.3% | +5.8% |
| 30D | +11.6% | +1.1% | +10.5% | +10.9% |
| 3M | -8.4% | +26.1% | -34.6% | -22.1% |
| 6M | -10.4% | +9.8% | -20.2% | -18.4% |
| YTD | -18.7% | -13.6% | -5.2% | -14.5% |
| 1Y | -0.9% | -18.7% | +17.8% | +9.0% |
| 3Y | +33.6% | +54.1% | -20.6% | -7.4% |
| 5Y | +48.9% | +54.7% | -5.8% | +1.9% |
| All | +2,664.3% | +176.2% | +2,488.1% | +1,168.2% |
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