+68.4%
SAP vs EXC
+31.9%
+36.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | +0.6% | +1.4% | -0.8% | +0.6% |
| 30D | +6.5% | +8.6% | -2.0% | +6.3% |
| 3M | +12.2% | +2.4% | +9.9% | +12.1% |
| 6M | +46.1% | +6.5% | +39.6% | +46.0% |
| YTD | -1.6% | +9.0% | -10.7% | -1.6% |
| 1Y | -5.1% | +4.6% | -9.7% | -5.0% |
| 3Y | +68.4% | +33.5% | +34.9% | +77.8% |
| All | +68.4% | +31.9% | +36.5% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling