+82.2%
UBER vs SAP
+96.0%
-13.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | -3.9% | -2.9% | -1.0% | -2.4% |
| 30D | +11.1% | +9.0% | +2.1% | +5.7% |
| 3M | +4.9% | +14.9% | -10.0% | -3.9% |
| 6M | -1.2% | +11.9% | -13.1% | -9.0% |
| YTD | -7.3% | -9.9% | +2.6% | -4.8% |
| 1Y | -17.6% | -19.5% | +1.9% | -9.5% |
| 3Y | +61.1% | +61.8% | -0.8% | +7.0% |
| 5Y | +87.9% | +56.2% | +31.7% | +23.9% |
| All | +82.2% | +96.0% | -13.8% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling