+222.9%
SAP vs EXC
+176.1%
+46.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.6% | -1.7% | +3.3% | +2.3% |
| 30D | +10.5% | +9.3% | +1.2% | +7.3% |
| 3M | +15.2% | +1.0% | +14.1% | +14.6% |
| 6M | +36.7% | +5.9% | +30.7% | +33.7% |
| YTD | -0.6% | +7.6% | -8.2% | -3.7% |
| 1Y | -4.1% | +2.4% | -6.5% | -5.6% |
| 3Y | +73.2% | +30.2% | +43.0% | +53.7% |
| 5Y | +74.1% | +41.4% | +32.8% | +46.9% |
| 10Y | +222.9% | +183.8% | +39.2% | +113.9% |
| All | +222.9% | +176.1% | +46.8% | +113.9% |
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