+34.8%
SAP vs EXC
-0.6%
+35.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.2% | -3.7% |
| 7D | -0.7% | -1.2% | +0.5% | -0.4% |
| 30D | +11.1% | +10.0% | +1.1% | +10.0% |
| 3M | +17.0% | +1.6% | +15.4% | +16.4% |
| 6M | +34.8% | +3.3% | +31.6% | +38.4% |
| All | +34.8% | -0.6% | +35.4% | +38.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling