+641.0%
SAP vs EXPE
+733.4%
-92.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -3.9% | -4.2% | +0.3% | -2.9% |
| 30D | +6.5% | -4.5% | +11.0% | +7.1% |
| 3M | +14.7% | -19.7% | +34.4% | +19.7% |
| 6M | +39.9% | +18.3% | +21.6% | +33.1% |
| YTD | -2.0% | -7.3% | +5.4% | -2.3% |
| 1Y | -6.0% | -3.9% | -2.1% | -7.2% |
| 3Y | +67.7% | +123.0% | -55.3% | +29.5% |
| 5Y | +78.8% | +47.9% | +30.8% | +46.5% |
| 10Y | +229.3% | +126.5% | +102.8% | +121.0% |
| All | +641.0% | +733.4% | -92.3% | +165.4% |
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