+57.9%
SAP vs DTE
+33.1%
+24.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -1.9% |
| 7D | -0.3% | +0.9% | -1.1% | -0.4% |
| 30D | +2.6% | -1.9% | +4.5% | +2.9% |
| 3M | +16.3% | -3.3% | +19.6% | +17.0% |
| 6M | +6.4% | -7.1% | +13.5% | +7.8% |
| YTD | -11.4% | +8.1% | -19.5% | -13.6% |
| 1Y | -20.4% | +5.3% | -25.7% | -21.9% |
| 3Y | +56.5% | +48.2% | +8.3% | +38.8% |
| All | +57.9% | +33.1% | +24.8% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling