+140.5%
SAP vs SE
+366.0%
-225.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.3% | -4.2% |
| 7D | -0.7% | +2.0% | -2.7% | -1.0% |
| 30D | +11.1% | -20.0% | +31.1% | +14.7% |
| 3M | +17.0% | -31.8% | +48.8% | +23.5% |
| 6M | +34.8% | -15.9% | +50.7% | +37.2% |
| YTD | -2.2% | -40.6% | +38.4% | +4.4% |
| 1Y | -6.4% | -50.7% | +44.2% | +2.5% |
| 3Y | +75.1% | +70.3% | +4.9% | +55.0% |
| 5Y | +69.8% | -78.8% | +148.7% | +89.4% |
| All | +140.5% | +366.0% | -225.5% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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