+59.8%
SAP vs EXEL
+164.9%
-105.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.9% | +8.4% | -11.3% | -3.2% |
| 30D | +9.0% | +4.1% | +4.9% | +8.8% |
| 3M | +14.9% | +12.4% | +2.5% | +14.4% |
| 6M | +11.9% | +41.5% | -29.6% | +9.9% |
| YTD | -9.9% | +34.6% | -44.5% | -11.3% |
| 1Y | -19.5% | +57.9% | -77.4% | -21.4% |
| All | +59.8% | +164.9% | -105.1% | +56.9% |
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