+70.8%
SAP vs EXC
+41.2%
+29.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.2% | -3.8% |
| 7D | -0.7% | -1.2% | +0.5% | -0.4% |
| 30D | +11.1% | +10.0% | +1.1% | +9.2% |
| 3M | +17.0% | +1.6% | +15.4% | +16.6% |
| 6M | +34.8% | +3.3% | +31.6% | +33.9% |
| YTD | -2.2% | +7.6% | -9.8% | -3.9% |
| 1Y | -6.4% | +3.5% | -9.9% | -7.4% |
| 3Y | +75.1% | +27.7% | +47.5% | +65.0% |
| All | +70.8% | +41.2% | +29.6% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling