+177.0%
SAP vs EXC
+152.8%
+24.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | +9.0% | -3.7% | +12.7% | +10.3% |
| 3M | +14.9% | -1.3% | +16.2% | +15.3% |
| 6M | +11.9% | -9.7% | +21.6% | +15.4% |
| YTD | -9.9% | +2.9% | -12.8% | -11.4% |
| 1Y | -19.5% | +4.4% | -23.9% | -21.4% |
| 3Y | +61.8% | +22.2% | +39.6% | +46.8% |
| 5Y | +56.2% | +46.7% | +9.5% | +29.2% |
| All | +177.0% | +152.8% | +24.1% | +89.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling