-20.4%
SAP vs EXC
+4.7%
-25.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.7% |
| 7D | -0.3% | +1.2% | -1.5% | -0.2% |
| 30D | +2.6% | -2.7% | +5.3% | +2.6% |
| 3M | +16.3% | -1.0% | +17.2% | +16.8% |
| 6M | +6.4% | -9.3% | +15.7% | +6.7% |
| YTD | -11.4% | +3.6% | -15.0% | -10.3% |
| 1Y | -20.4% | +5.9% | -26.3% | -20.7% |
| All | -20.4% | +4.7% | -25.1% | -20.7% |
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 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