+75.1%
SAP vs EAT
+486.0%
-410.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.3% | -3.9% |
| 7D | -0.7% | -2.6% | +2.0% | -0.5% |
| 30D | +11.1% | +11.5% | -0.4% | +10.1% |
| 3M | +17.0% | -9.1% | +26.1% | +17.6% |
| 6M | +34.8% | +40.4% | -5.6% | +30.5% |
| YTD | -2.2% | +43.9% | -46.2% | -6.2% |
| 1Y | -6.4% | +101.9% | -108.4% | -13.9% |
| 3Y | +75.1% | +489.9% | -414.7% | +43.0% |
| All | +75.1% | +486.0% | -410.9% | +43.0% |
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