+80.3%
SAP vs EXE
+192.2%
-111.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | -0.3% | -1.8% | +1.5% | 0.0% |
| 30D | +2.6% | +6.4% | -3.8% | +1.8% |
| 3M | +16.3% | +9.2% | +7.0% | +14.9% |
| 6M | +6.4% | -7.0% | +13.4% | +7.1% |
| YTD | -11.4% | -9.5% | -2.0% | -10.7% |
| 1Y | -20.4% | +6.2% | -26.6% | -21.5% |
| 3Y | +56.5% | +20.7% | +35.8% | +51.6% |
| 5Y | +56.8% | +103.6% | -46.9% | +46.8% |
| All | +80.3% | +192.2% | -111.9% | +69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling