+509.7%
SAP vs EXEL
+273.2%
+236.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.9% | +8.4% | -11.3% | -4.0% |
| 30D | +9.0% | +4.1% | +4.9% | +8.3% |
| 3M | +14.9% | +12.4% | +2.5% | +13.0% |
| 6M | +11.9% | +41.5% | -29.6% | +6.3% |
| YTD | -9.9% | +34.6% | -44.5% | -14.0% |
| 1Y | -19.5% | +57.9% | -77.4% | -25.0% |
| 3Y | +61.8% | +159.5% | -97.7% | +38.3% |
| 5Y | +56.2% | +198.5% | -142.3% | +29.5% |
| 10Y | +180.6% | +411.4% | -230.7% | +100.2% |
| All | +509.7% | +273.2% | +236.5% | +183.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling