+581.0%
SAP vs EXPE
+851.4%
-270.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.5% |
| 7D | -2.9% | -9.5% | +6.6% | -0.6% |
| 30D | +9.0% | -6.6% | +15.6% | +10.6% |
| 3M | +14.9% | +31.4% | -16.4% | +7.4% |
| 6M | +11.9% | +35.2% | -23.3% | +3.4% |
| YTD | -9.9% | +5.8% | -15.7% | -12.3% |
| 1Y | -19.5% | +38.7% | -58.2% | -27.2% |
| 3Y | +61.8% | +175.8% | -114.0% | +18.9% |
| 5Y | +56.2% | +111.8% | -55.7% | +17.6% |
| 10Y | +180.6% | +179.7% | +0.9% | +80.1% |
| All | +581.0% | +851.4% | -270.4% | +138.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling