+70.8%
SAP vs EAT
+361.6%
-290.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.3% | -3.8% |
| 7D | -0.7% | -2.6% | +2.0% | -0.3% |
| 30D | +11.1% | +11.5% | -0.4% | +9.3% |
| 3M | +17.0% | -9.1% | +26.1% | +17.9% |
| 6M | +34.8% | +40.4% | -5.6% | +27.4% |
| YTD | -2.2% | +43.9% | -46.2% | -8.7% |
| 1Y | -6.4% | +101.9% | -108.4% | -17.7% |
| 3Y | +75.1% | +489.9% | -414.7% | +20.3% |
| All | +70.8% | +361.6% | -290.8% | +14.6% |
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