+56.5%
SAP vs ETR
+153.2%
-96.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.7% |
| 7D | -0.3% | +1.4% | -1.7% | -0.3% |
| 30D | +2.6% | +1.9% | +0.7% | +2.5% |
| 3M | +16.3% | +1.0% | +15.3% | +16.0% |
| 6M | +6.4% | +4.8% | +1.5% | +5.3% |
| YTD | -11.4% | +19.5% | -31.0% | -14.2% |
| 1Y | -20.4% | +28.1% | -48.5% | -23.8% |
| 3Y | +56.5% | +151.1% | -94.6% | +41.9% |
| All | +56.5% | +153.2% | -96.7% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling