+71.0%
UBER vs SAP
+90.6%
-19.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.2% |
| 7D | -7.0% | -0.3% | -6.8% | -6.9% |
| 30D | -8.9% | +0.3% | -9.2% | -9.2% |
| 3M | +1.0% | +16.9% | -15.9% | -8.4% |
| 6M | -3.7% | +6.3% | -10.1% | -8.7% |
| YTD | -13.0% | -12.4% | -0.6% | -9.2% |
| 1Y | -25.5% | -21.6% | -3.9% | -17.0% |
| 3Y | +50.5% | +54.8% | -4.3% | +2.8% |
| 5Y | +76.2% | +56.2% | +20.0% | +16.1% |
| All | +71.0% | +90.6% | -19.6% | -14.3% |
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