+236.6%
SAP vs ET
+160.8%
+75.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +0.6% | +2.5% | -1.9% | +0.1% |
| 30D | +6.5% | -2.5% | +9.0% | +6.9% |
| 3M | +12.2% | -4.9% | +17.1% | +13.1% |
| 6M | +46.1% | -0.1% | +46.1% | +45.7% |
| YTD | -1.6% | +26.2% | -27.8% | -6.7% |
| 1Y | -5.1% | +25.2% | -30.3% | -9.9% |
| 3Y | +68.4% | +84.2% | -15.8% | +47.2% |
| 5Y | +79.4% | +216.1% | -136.6% | +40.6% |
| All | +236.6% | +160.8% | +75.8% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling