+56.8%
SAP vs DE
+95.7%
-38.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.2% | -1.5% |
| 7D | -0.3% | +0.7% | -0.9% | -0.4% |
| 30D | +2.6% | +9.6% | -7.1% | +1.3% |
| 3M | +16.3% | +19.0% | -2.7% | +13.2% |
| 6M | +6.4% | +16.1% | -9.7% | +3.7% |
| YTD | -11.4% | +47.0% | -58.4% | -18.1% |
| 1Y | -20.4% | +43.1% | -63.6% | -26.1% |
| 3Y | +56.5% | +77.5% | -21.0% | +36.8% |
| 5Y | +56.8% | +96.4% | -39.6% | +31.6% |
| All | +56.8% | +95.7% | -38.9% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling