+56.4%
SAP vs EXE
+109.5%
-53.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -2.9% | -0.3% | -2.6% | -2.9% |
| 30D | +9.0% | +8.5% | +0.6% | +7.9% |
| 3M | +14.9% | +5.5% | +9.5% | +14.0% |
| 6M | +11.9% | -5.9% | +17.8% | +12.5% |
| YTD | -9.9% | -9.7% | -0.2% | -9.1% |
| 1Y | -19.5% | +3.6% | -23.1% | -20.5% |
| 3Y | +61.8% | +18.0% | +43.8% | +56.5% |
| All | +56.4% | +109.5% | -53.1% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling