+171.9%
SAP vs ET
+177.0%
-5.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -4.1% | +0.2% | -4.3% | -4.1% |
| 30D | +1.1% | +2.9% | -1.8% | +0.5% |
| 3M | +26.1% | +16.8% | +9.3% | +22.2% |
| 6M | +9.8% | +18.9% | -9.1% | +5.9% |
| YTD | -13.6% | +37.7% | -51.3% | -19.2% |
| 1Y | -18.7% | +32.4% | -51.1% | -23.4% |
| 3Y | +54.1% | +99.5% | -45.4% | +33.3% |
| 5Y | +54.7% | +244.0% | -189.2% | +20.0% |
| All | +171.9% | +177.0% | -5.1% | +121.1% |
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