+68.4%
SAP vs SE
+65.6%
+2.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +10.5% |
| 3M | +12.2% | -38.9% | +51.1% | +21.6% |
| 6M | +46.1% | -19.4% | +65.5% | +50.1% |
| YTD | -1.6% | -40.9% | +39.3% | +5.6% |
| 1Y | -5.1% | -46.2% | +41.1% | +3.1% |
| 3Y | +68.4% | +63.7% | +4.6% | +55.1% |
| All | +68.4% | +65.6% | +2.7% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling