-5.9%
SAP vs ETR
+18.4%
-24.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +4.8% |
| 7D | +1.3% | +3.7% | -2.4% | +2.1% |
| 30D | +15.5% | +11.0% | +4.6% | +18.5% |
| 3M | +22.8% | +3.4% | +19.4% | +23.3% |
| 6M | +42.5% | -3.3% | +45.8% | +42.5% |
| YTD | +0.5% | +23.3% | -22.7% | -1.6% |
| 1Y | -5.9% | +19.2% | -25.1% | -7.4% |
| All | -5.9% | +18.4% | -24.3% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling