-19.5%
SAP vs EXE
+3.1%
-22.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -2.9% | -0.3% | -2.6% | -2.9% |
| 30D | +9.0% | +8.5% | +0.6% | +8.7% |
| 3M | +14.9% | +5.5% | +9.5% | +14.7% |
| 6M | +11.9% | -5.9% | +17.8% | +11.9% |
| YTD | -9.9% | -9.7% | -0.2% | -9.1% |
| 1Y | -19.5% | +3.6% | -23.1% | -20.9% |
| All | -19.5% | +3.1% | -22.6% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling