+67.8%
SAP vs DE
+93.1%
-25.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -2.5% | +2.3% | -4.7% | -2.5% |
| 30D | +7.5% | +9.3% | -1.9% | +7.1% |
| 3M | +11.6% | +12.2% | -0.6% | +11.2% |
| 6M | +37.6% | +18.1% | +19.5% | +36.6% |
| YTD | -2.0% | +49.8% | -51.7% | -6.9% |
| 1Y | -6.4% | +46.4% | -52.8% | -10.8% |
| All | +67.8% | +93.1% | -25.3% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling