+236.6%
SAP vs ETR
+378.9%
-142.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +0.6% | +1.2% | -0.5% | +0.3% |
| 30D | +6.5% | +7.0% | -0.5% | +4.5% |
| 3M | +12.2% | +4.6% | +7.6% | +10.7% |
| 6M | +46.1% | +0.1% | +45.9% | +45.3% |
| YTD | -1.6% | +23.2% | -24.8% | -8.7% |
| 1Y | -5.1% | +20.6% | -25.7% | -11.4% |
| 3Y | +68.4% | +156.3% | -87.9% | +20.5% |
| 5Y | +79.4% | +159.6% | -80.2% | +26.2% |
| All | +236.6% | +378.9% | -142.4% | +112.0% |
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