+179.0%
SAP vs ETR
+288.4%
-109.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -0.8% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | +0.3% | +2.0% | -1.8% | -0.4% |
| 3M | +16.9% | -1.7% | +18.6% | +17.1% |
| 6M | +6.3% | +3.6% | +2.8% | +4.2% |
| YTD | -12.4% | +18.0% | -30.5% | -17.7% |
| 1Y | -21.6% | +26.2% | -47.9% | -28.1% |
| 3Y | +54.8% | +148.0% | -93.2% | +11.6% |
| 5Y | +56.2% | +126.1% | -69.9% | +15.0% |
| 10Y | +179.0% | +302.3% | -123.2% | +83.0% |
| All | +179.0% | +288.4% | -109.4% | +83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling