+2,233.8%
SAP vs DTE
+1,953.9%
+279.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -2.9% | +0.2% | -3.1% | -3.0% |
| 30D | +9.0% | -2.6% | +11.6% | +10.0% |
| 3M | +14.9% | -3.9% | +18.8% | +16.4% |
| 6M | +11.9% | -7.9% | +19.8% | +14.8% |
| YTD | -9.9% | +7.2% | -17.1% | -13.0% |
| 1Y | -19.5% | +3.1% | -22.6% | -21.2% |
| 3Y | +61.8% | +47.6% | +14.2% | +35.5% |
| 5Y | +56.2% | +32.7% | +23.4% | +35.0% |
| 10Y | +180.6% | +138.8% | +41.9% | +83.2% |
| All | +2,233.8% | +1,953.9% | +279.8% | +688.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling