+2,233.8%
SAP vs EXC
+1,449.7%
+784.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | +9.0% | -3.7% | +12.7% | +10.2% |
| 3M | +14.9% | -1.3% | +16.2% | +15.3% |
| 6M | +11.9% | -9.7% | +21.6% | +15.0% |
| YTD | -9.9% | +2.9% | -12.8% | -11.2% |
| 1Y | -19.5% | +4.4% | -23.9% | -21.1% |
| 3Y | +61.8% | +22.2% | +39.6% | +49.0% |
| 5Y | +56.2% | +46.7% | +9.5% | +34.7% |
| 10Y | +180.6% | +155.3% | +25.3% | +100.3% |
| All | +2,233.8% | +1,449.7% | +784.1% | +1,178.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling