+67.8%
SAP vs ET
+84.7%
-16.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -2.5% | +1.8% | -4.2% | -2.8% |
| 30D | +7.5% | -3.0% | +10.4% | +7.9% |
| 3M | +11.6% | -4.7% | +16.3% | +12.4% |
| 6M | +37.6% | +2.7% | +34.9% | +36.2% |
| YTD | -2.0% | +26.5% | -28.5% | -8.4% |
| 1Y | -6.4% | +25.0% | -31.3% | -12.2% |
| All | +67.8% | +84.7% | -16.9% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling