+99.6%
SAP vs EXE
+163.8%
-64.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -2.5% | +1.5% | -4.0% | -2.7% |
| 30D | +7.5% | -0.2% | +7.7% | +7.4% |
| 3M | +11.6% | -9.2% | +20.9% | +12.8% |
| 6M | +37.6% | -7.2% | +44.9% | +38.6% |
| YTD | -2.0% | -18.3% | +16.3% | -0.1% |
| 1Y | -6.4% | -23.6% | +17.2% | -3.8% |
| 3Y | +67.7% | +21.9% | +45.8% | +62.4% |
| 5Y | +75.7% | +73.7% | +2.1% | +66.7% |
| All | +99.6% | +163.8% | -64.1% | +89.6% |
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