+176.2%
SAP vs EXEL
+380.2%
-204.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.4% |
| 7D | -0.3% | +1.4% | -1.6% | -0.4% |
| 30D | +2.6% | +6.7% | -4.1% | +1.8% |
| 3M | +16.3% | +11.5% | +4.8% | +14.6% |
| 6M | +6.4% | +38.8% | -32.4% | +1.9% |
| YTD | -11.4% | +31.6% | -43.0% | -14.7% |
| 1Y | -20.4% | +53.0% | -73.4% | -25.0% |
| 3Y | +56.5% | +160.8% | -104.3% | +35.5% |
| 5Y | +56.8% | +190.1% | -133.3% | +32.1% |
| 10Y | +176.2% | +367.0% | -190.8% | +118.0% |
| All | +176.2% | +380.2% | -204.0% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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