+639.1%
SAP vs EXPE
+727.6%
-88.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.7% | -3.0% |
| 7D | -0.7% | -9.3% | +8.7% | +1.2% |
| 30D | +11.1% | +0.1% | +11.0% | +10.4% |
| 3M | +17.0% | -15.3% | +32.4% | +20.7% |
| 6M | +34.8% | +5.5% | +29.4% | +31.6% |
| YTD | -2.2% | -8.0% | +5.7% | -2.3% |
| 1Y | -6.4% | +18.9% | -25.3% | -12.7% |
| 3Y | +75.1% | +135.5% | -60.4% | +33.4% |
| 5Y | +69.8% | +44.3% | +25.5% | +39.9% |
| 10Y | +219.8% | +117.7% | +102.1% | +116.8% |
| All | +639.1% | +727.6% | -88.5% | +165.2% |
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 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