+236.6%
SAP vs EAT
+320.8%
-84.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +0.6% | -4.0% | +4.6% | +1.1% |
| 30D | +6.5% | -2.9% | +9.4% | +6.8% |
| 3M | +12.2% | -16.9% | +29.1% | +14.5% |
| 6M | +46.1% | +57.0% | -10.9% | +36.5% |
| YTD | -1.6% | +38.2% | -39.8% | -7.2% |
| 1Y | -5.1% | +69.3% | -74.4% | -13.2% |
| 3Y | +68.4% | +483.0% | -414.6% | +25.6% |
| 5Y | +79.4% | +364.1% | -284.7% | +33.9% |
| All | +236.6% | +320.8% | -84.2% | +139.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling