-19.5%
SAP vs EXC
+2.6%
-22.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.9% |
| 7D | -2.9% | -0.7% | -2.2% | -2.9% |
| 30D | +9.0% | -4.6% | +13.6% | +9.0% |
| 3M | +14.9% | -2.2% | +17.2% | +15.6% |
| 6M | +11.9% | -10.6% | +22.5% | +12.2% |
| YTD | -9.9% | +1.9% | -11.8% | -8.7% |
| 1Y | -19.5% | +3.4% | -22.9% | -19.3% |
| All | -19.5% | +2.6% | -22.1% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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