+100.3%
SAP vs EXE
+165.2%
-64.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.3% |
| 7D | +0.6% | +5.3% | -4.7% | 0.0% |
| 30D | +6.5% | -2.2% | +8.7% | +6.8% |
| 3M | +12.2% | -5.9% | +18.1% | +12.9% |
| 6M | +46.1% | -5.7% | +51.8% | +46.8% |
| YTD | -1.6% | -17.8% | +16.2% | +0.2% |
| 1Y | -5.1% | -23.1% | +18.0% | -2.5% |
| 3Y | +68.4% | +21.2% | +47.2% | +63.1% |
| 5Y | +79.4% | +78.8% | +0.6% | +69.8% |
| All | +100.3% | +165.2% | -64.9% | +90.1% |
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