+144.6%
SAP vs SE
+379.8%
-235.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.2% |
| 7D | +1.6% | +3.3% | -1.7% | +1.1% |
| 30D | +10.5% | -18.2% | +28.7% | +13.7% |
| 3M | +15.2% | -31.3% | +46.4% | +21.4% |
| 6M | +36.7% | -10.1% | +46.8% | +37.7% |
| YTD | -0.6% | -38.9% | +38.3% | +5.7% |
| 1Y | -4.1% | -48.0% | +43.9% | +4.2% |
| 3Y | +73.2% | +78.8% | -5.6% | +52.2% |
| 5Y | +74.1% | -77.1% | +151.2% | +91.9% |
| All | +144.6% | +379.8% | -235.1% | +65.7% |
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