+40.9%
TSLA vs SAP
+58.9%
-18.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.4% |
| 7D | +1.5% | -2.9% | +4.4% | +3.3% |
| 30D | +10.1% | +9.0% | +1.1% | +4.9% |
| 3M | -15.4% | +14.9% | -30.3% | -22.6% |
| 6M | -12.8% | +11.9% | -24.7% | -20.3% |
| YTD | -21.3% | -9.9% | -11.4% | -17.3% |
| 1Y | +4.6% | -19.5% | +24.1% | +19.7% |
| 3Y | +44.5% | +61.8% | -17.3% | -5.7% |
| All | +40.9% | +58.9% | -18.0% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling