+75.1%
SAP vs EXEL
+231.1%
-156.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.2% |
| 7D | -0.7% | +0.3% | -0.9% | -0.7% |
| 30D | +11.1% | +19.0% | -7.9% | +10.2% |
| 3M | +17.0% | +33.3% | -16.2% | +15.4% |
| 6M | +34.8% | +42.9% | -8.0% | +32.4% |
| YTD | -2.2% | +58.7% | -61.0% | -4.8% |
| 1Y | -6.4% | +70.5% | -77.0% | -9.3% |
| 3Y | +75.1% | +233.8% | -158.7% | +69.2% |
| All | +75.1% | +231.1% | -156.0% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling