+492.6%
SAP vs ET
+1,435.0%
-942.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.9% | +0.9% | -3.8% | -3.1% |
| 30D | +9.0% | +7.5% | +1.5% | +7.5% |
| 3M | +14.9% | +11.4% | +3.5% | +12.5% |
| 6M | +11.9% | +18.5% | -6.6% | +8.1% |
| YTD | -9.9% | +37.4% | -47.3% | -15.5% |
| 1Y | -19.5% | +30.9% | -50.5% | -23.9% |
| 3Y | +61.8% | +98.7% | -36.9% | +40.5% |
| 5Y | +56.2% | +230.7% | -174.5% | +22.1% |
| 10Y | +180.6% | +175.6% | +5.0% | +112.8% |
| All | +492.6% | +1,435.0% | -942.3% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling