-4.1%
SAP vs EXE
-22.4%
+18.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.7% |
| 7D | +1.6% | -3.9% | +5.5% | +1.5% |
| 30D | +10.5% | -2.6% | +13.1% | +10.4% |
| 3M | +15.2% | -6.9% | +22.0% | +14.9% |
| 6M | +36.7% | -9.3% | +46.0% | +36.3% |
| YTD | -0.6% | -20.7% | +20.2% | -0.7% |
| All | -4.1% | -22.4% | +18.3% | -3.3% |
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