+171.3%
SAP vs DE
+867.0%
-695.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -5.1% | -2.4% | -2.7% | -4.5% |
| 30D | -1.8% | +9.7% | -11.5% | -4.3% |
| 3M | +20.9% | +21.4% | -0.4% | +14.3% |
| 6M | +7.0% | +15.0% | -8.0% | +2.0% |
| YTD | -13.7% | +46.4% | -60.2% | -24.2% |
| 1Y | -19.6% | +45.6% | -65.2% | -29.4% |
| 3Y | +52.4% | +76.8% | -24.4% | +23.6% |
| 5Y | +54.4% | +99.4% | -45.0% | +16.2% |
| All | +171.3% | +867.0% | -695.7% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling