+547.2%
SAP vs ET
+1,310.3%
-763.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.4% |
| 1Y | -5.1% | +25.2% | -30.3% | -9.6% |
| 3Y | +68.4% | +84.2% | -15.8% | +48.1% |
| 5Y | +79.4% | +216.1% | -136.6% | +41.5% |
| 10Y | +230.5% | +160.7% | +69.8% | +153.9% |
| All | +547.2% | +1,310.3% | -763.1% | +91.8% |
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 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