-6.4%
SAP vs EXC
+2.5%
-8.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.2% | -4.0% |
| 7D | -0.7% | -1.2% | +0.5% | -0.6% |
| 30D | +11.1% | +10.0% | +1.1% | +11.0% |
| 3M | +17.0% | +1.6% | +15.4% | +16.7% |
| 6M | +34.8% | +3.3% | +31.6% | +35.2% |
| YTD | -2.2% | +7.6% | -9.8% | -0.3% |
| 1Y | -6.4% | +3.5% | -9.9% | -5.1% |
| All | -6.4% | +2.5% | -8.9% | -5.1% |
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