+62.4%
SAP vs EXC
+22.2%
+40.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | -2.9% | +0.3% | -3.2% | -2.9% |
| 30D | +9.0% | -3.7% | +12.7% | +9.1% |
| 3M | +14.9% | -1.3% | +16.2% | +15.1% |
| 6M | +11.9% | -9.7% | +21.6% | +12.4% |
| YTD | -9.9% | +2.9% | -12.8% | -9.9% |
| 1Y | -19.5% | +4.4% | -23.9% | -19.6% |
| All | +62.4% | +22.2% | +40.2% | +66.4% |
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