-5.1%
SAP vs ETR
+19.3%
-24.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.3% |
| 7D | +0.6% | +1.2% | -0.5% | +0.9% |
| 30D | +6.5% | +7.0% | -0.5% | +8.2% |
| 3M | +12.2% | +4.6% | +7.6% | +13.1% |
| 6M | +46.1% | +0.1% | +45.9% | +46.3% |
| YTD | -1.6% | +23.2% | -24.8% | -3.6% |
| 1Y | -5.1% | +20.6% | -25.7% | -6.6% |
| All | -5.1% | +19.3% | -24.4% | -6.6% |
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