+56.2%
SAP vs ET
+242.4%
-186.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | +0.3% | +5.3% | -5.0% | -1.0% |
| 3M | +16.9% | +15.6% | +1.2% | +12.7% |
| 6M | +6.3% | +20.6% | -14.3% | +1.2% |
| YTD | -12.4% | +38.5% | -50.9% | -19.8% |
| 1Y | -21.6% | +35.7% | -57.3% | -27.9% |
| 3Y | +54.8% | +98.4% | -43.6% | +27.1% |
| 5Y | +56.2% | +245.3% | -189.1% | +15.8% |
| All | +56.2% | +242.4% | -186.2% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling