+62.4%
SAP vs EAT
+611.4%
-549.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | +9.0% | +1.9% | +7.1% | +8.7% |
| 3M | +14.9% | +68.7% | -53.7% | +9.8% |
| 6M | +11.9% | +66.9% | -55.0% | +6.6% |
| YTD | -9.9% | +60.4% | -70.3% | -14.1% |
| 1Y | -19.5% | +44.0% | -63.5% | -22.5% |
| All | +62.4% | +611.4% | -549.0% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling