+2,194.5%
SAP vs EQT
+2,248.0%
-53.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -0.3% | -0.8% | +0.6% | -0.1% |
| 30D | +2.6% | +6.6% | -4.1% | +1.2% |
| 3M | +16.3% | +4.4% | +11.9% | +14.9% |
| 6M | +6.4% | -10.5% | +16.9% | +8.3% |
| YTD | -11.4% | +3.7% | -15.2% | -12.8% |
| 1Y | -20.4% | +9.9% | -30.3% | -22.8% |
| 3Y | +56.5% | +35.4% | +21.2% | +42.1% |
| 5Y | +56.8% | +189.2% | -132.4% | +13.5% |
| 10Y | +176.2% | +50.7% | +125.5% | +106.0% |
| All | +2,194.5% | +2,248.0% | -53.6% | +569.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling