-5.1%
SAP vs SE
-47.8%
+42.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.2% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | +6.5% | -20.9% | +27.5% | +11.1% |
| 3M | +12.2% | -38.9% | +51.1% | +23.3% |
| 6M | +46.1% | -19.4% | +65.5% | +50.3% |
| YTD | -1.6% | -40.9% | +39.3% | +6.4% |
| 1Y | -5.1% | -46.2% | +41.1% | +3.1% |
| All | -5.1% | -47.8% | +42.7% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling