-5.9%
SAP vs EAT
+109.8%
-115.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.3% | -2.1% | +4.2% |
| 7D | +1.3% | -0.1% | +1.4% | +1.2% |
| 30D | +15.5% | +13.5% | +2.0% | +15.5% |
| 3M | +22.8% | +1.0% | +21.8% | +22.5% |
| 6M | +42.5% | +57.3% | -14.8% | +43.0% |
| YTD | +0.5% | +53.6% | -53.1% | +0.7% |
| 1Y | -5.9% | +110.8% | -116.7% | -6.5% |
| All | -5.9% | +109.8% | -115.8% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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