+2,435.9%
SAP vs ETR
+3,140.1%
-704.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | +1.5% | +2.6% | -1.1% | +0.9% |
| 30D | +8.8% | +8.7% | +0.2% | +6.7% |
| 3M | +12.1% | +6.4% | +5.7% | +10.3% |
| 6M | +34.6% | +0.7% | +33.9% | +33.7% |
| YTD | -2.1% | +23.0% | -25.2% | -7.9% |
| 1Y | -5.5% | +17.9% | -23.4% | -10.2% |
| 3Y | +67.4% | +154.9% | -87.5% | +29.3% |
| 5Y | +74.6% | +157.3% | -82.7% | +33.5% |
| 10Y | +224.0% | +373.4% | -149.3% | +111.6% |
| All | +2,435.9% | +3,140.1% | -704.2% | +1,590.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling