+500.2%
SAP price history and return analytics
+346.0%
+154.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.4% | -4.4% |
| 7D | -0.7% | -2.3% | +1.6% | +1.4% |
| 30D | +11.1% | -5.0% | +16.1% | +16.3% |
| 3M | +17.0% | -4.9% | +21.9% | +22.4% |
| 6M | +34.8% | -1.5% | +36.4% | +35.4% |
| YTD | -2.2% | +8.5% | -10.7% | -10.8% |
| 1Y | -6.4% | +11.4% | -17.8% | -16.9% |
| 3Y | +75.1% | +70.1% | +5.1% | +3.6% |
| 5Y | +69.8% | +53.7% | +16.1% | +11.4% |
| 10Y | +219.8% | +220.0% | -0.1% | +7.0% |
| All | +500.2% | +346.0% | +154.2% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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