+99.1%
SAP vs EXE
+151.8%
-52.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.3% | -4.0% |
| 7D | -0.7% | -6.6% | +5.9% | +0.1% |
| 30D | +11.1% | -4.0% | +15.1% | +11.5% |
| 3M | +17.0% | -7.5% | +24.5% | +17.9% |
| 6M | +34.8% | -11.7% | +46.5% | +36.5% |
| YTD | -2.2% | -22.0% | +19.8% | +0.2% |
| 1Y | -6.4% | -21.8% | +15.3% | -4.2% |
| 3Y | +75.1% | +8.0% | +67.1% | +71.8% |
| 5Y | +69.8% | +62.3% | +7.5% | +62.1% |
| All | +99.1% | +151.8% | -52.7% | +90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling