+42.2%
UBER vs SAP
+72.5%
-30.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.2% |
| 7D | +6.7% | +1.6% | +5.1% | +6.0% |
| 30D | -0.5% | +10.5% | -11.0% | -4.0% |
| 3M | -5.1% | +15.2% | -20.3% | -9.9% |
| 6M | -5.7% | +36.7% | -42.4% | -16.0% |
| YTD | -12.9% | -0.6% | -12.3% | -13.8% |
| 1Y | -22.6% | -4.1% | -18.5% | -22.1% |
| 3Y | +42.2% | +73.2% | -31.0% | +4.2% |
| All | +42.2% | +72.5% | -30.3% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling