-5.9%
SAP vs DTE
+5.6%
-11.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +4.4% |
| 7D | +1.3% | +4.2% | -2.9% | +1.7% |
| 30D | +15.5% | +10.0% | +5.6% | +16.9% |
| 3M | +22.8% | -2.1% | +24.9% | +21.6% |
| 6M | +42.5% | -4.7% | +47.1% | +41.6% |
| YTD | +0.5% | +9.3% | -8.8% | +2.7% |
| 1Y | -5.9% | +6.6% | -12.6% | -3.8% |
| All | -5.9% | +5.6% | -11.5% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling