+56.4%
SAP vs EAT
+350.4%
-294.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | +9.0% | +1.9% | +7.1% | +8.5% |
| 3M | +14.9% | +68.7% | -53.7% | +6.5% |
| 6M | +11.9% | +66.9% | -55.0% | +3.1% |
| YTD | -9.9% | +60.4% | -70.3% | -16.8% |
| 1Y | -19.5% | +44.0% | -63.5% | -24.7% |
| 3Y | +61.8% | +604.7% | -542.9% | +9.3% |
| All | +56.4% | +350.4% | -294.0% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling