-20.4%
SAP vs EXE
+3.8%
-24.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | -0.3% | -1.8% | +1.5% | -0.2% |
| 30D | +2.6% | +6.4% | -3.8% | +2.3% |
| 3M | +16.3% | +9.2% | +7.0% | +15.8% |
| 6M | +6.4% | -7.0% | +13.4% | +6.5% |
| YTD | -11.4% | -9.5% | -2.0% | -10.7% |
| 1Y | -20.4% | +6.2% | -26.6% | -21.7% |
| All | -20.4% | +3.8% | -24.2% | -21.7% |
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