+176.2%
SAP vs EXPE
+155.3%
+20.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.9% | +6.2% | +0.2% |
| 7D | -0.3% | -9.8% | +9.5% | +2.1% |
| 30D | +2.6% | -11.5% | +14.1% | +5.4% |
| 3M | +16.3% | +21.7% | -5.5% | +10.7% |
| 6M | +6.4% | +10.4% | -4.0% | +3.4% |
| YTD | -11.4% | -2.5% | -8.9% | -12.1% |
| 1Y | -20.4% | +27.3% | -47.7% | -26.5% |
| 3Y | +56.5% | +153.5% | -97.0% | +17.3% |
| 5Y | +56.8% | +91.1% | -34.3% | +20.8% |
| 10Y | +176.2% | +153.1% | +23.1% | +71.5% |
| All | +176.2% | +155.3% | +20.9% | +71.5% |
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