+80.7%
SAP vs EXEL
+281.2%
-200.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | +0.6% | -0.8% | +1.4% | +0.7% |
| 30D | +6.5% | +13.1% | -6.6% | +5.2% |
| 3M | +12.2% | +36.3% | -24.1% | +8.7% |
| 6M | +46.1% | +34.5% | +11.5% | +41.4% |
| YTD | -1.6% | +57.4% | -59.0% | -6.7% |
| 1Y | -5.1% | +62.9% | -68.0% | -10.4% |
| 3Y | +68.4% | +229.5% | -161.2% | +40.2% |
| All | +80.7% | +281.2% | -200.5% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling