+222.9%
SAP vs EXPE
+119.8%
+103.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.6% | -13.3% | +14.9% | +4.7% |
| 30D | +10.5% | -5.5% | +16.0% | +11.3% |
| 3M | +15.2% | -16.5% | +31.6% | +19.0% |
| 6M | +36.7% | +13.1% | +23.6% | +31.4% |
| YTD | -0.6% | -8.0% | +7.4% | -0.7% |
| 1Y | -4.1% | +1.1% | -5.2% | -6.6% |
| 3Y | +73.2% | +131.2% | -57.9% | +32.5% |
| 5Y | +74.1% | +39.8% | +34.3% | +44.3% |
| 10Y | +222.9% | +118.5% | +104.5% | +102.5% |
| All | +222.9% | +119.8% | +103.1% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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