+70.0%
UBER vs SAP
+113.3%
-43.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +1.2% | -2.5% | +3.6% | +2.5% |
| 30D | -1.1% | +7.5% | -8.6% | -5.1% |
| 3M | -10.0% | +11.6% | -21.7% | -15.7% |
| 6M | -7.2% | +37.6% | -44.8% | -23.8% |
| YTD | -13.5% | -2.0% | -11.5% | -15.4% |
| 1Y | -24.5% | -6.4% | -18.1% | -24.0% |
| 3Y | +37.0% | +67.7% | -30.7% | -10.4% |
| 5Y | +63.3% | +75.7% | -12.4% | +0.6% |
| All | +70.0% | +113.3% | -43.3% | -20.2% |
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 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