-6.4%
SAP vs EXPE
-2.3%
-4.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.5% |
| 7D | -2.5% | -17.8% | +15.3% | +2.3% |
| 30D | +7.5% | -3.2% | +10.7% | +7.1% |
| 3M | +11.6% | -19.0% | +30.6% | +16.8% |
| 6M | +37.6% | +17.7% | +19.9% | +29.3% |
| YTD | -2.0% | -7.8% | +5.8% | -4.5% |
| 1Y | -6.4% | -1.4% | -5.0% | -10.2% |
| All | -6.4% | -2.3% | -4.0% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling