+82.5%
UBER vs SAP
+56.2%
+26.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -2.6% |
| 7D | -2.8% | -0.3% | -2.5% | -2.7% |
| 30D | -2.5% | +2.6% | -5.1% | -4.0% |
| 3M | +4.4% | +16.3% | -11.9% | -4.4% |
| 6M | -2.7% | +6.4% | -9.0% | -7.0% |
| YTD | -10.5% | -11.4% | +0.9% | -6.5% |
| 1Y | -22.5% | -20.4% | -2.1% | -13.4% |
| 3Y | +54.8% | +56.5% | -1.7% | -2.2% |
| 5Y | +82.5% | +56.8% | +25.7% | +19.3% |
| All | +82.5% | +56.2% | +26.3% | +19.3% |
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 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