-26.2%
UBER vs SAP
-5.6%
-20.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.2% | +0.7% | +3.9% |
| 7D | +7.0% | +1.3% | +5.7% | +6.7% |
| 30D | +0.6% | +15.5% | -15.0% | -2.6% |
| 3M | -2.9% | +22.8% | -25.7% | -7.2% |
| 6M | -5.5% | +42.5% | -48.0% | -11.8% |
| YTD | -14.5% | +0.5% | -15.0% | -21.1% |
| 1Y | -26.2% | -5.9% | -20.3% | -29.1% |
| All | -26.2% | -5.6% | -20.6% | -29.1% |
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