+171.9%
SAP vs EQT
+50.4%
+121.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | -4.1% | -2.0% | -2.1% | -3.9% |
| 30D | +1.1% | 0.0% | +1.1% | +1.1% |
| 3M | +26.1% | +5.9% | +20.2% | +25.4% |
| 6M | +9.8% | -14.8% | +24.6% | +11.0% |
| YTD | -13.6% | +1.8% | -15.3% | -13.9% |
| 1Y | -18.7% | +7.4% | -26.0% | -19.4% |
| 3Y | +54.1% | +33.6% | +20.5% | +49.3% |
| 5Y | +54.7% | +199.3% | -144.6% | +40.3% |
| All | +171.9% | +50.4% | +121.5% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded EQT 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling