+78.8%
SAP vs SE
-78.1%
+156.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -3.9% | -1.5% | -2.4% | -3.7% |
| 30D | +6.5% | -22.3% | +28.8% | +10.4% |
| 3M | +14.7% | -41.8% | +56.5% | +24.0% |
| 6M | +39.9% | -22.4% | +62.3% | +44.3% |
| YTD | -2.0% | -41.6% | +39.6% | +4.8% |
| 1Y | -6.0% | -48.0% | +42.0% | +2.0% |
| 3Y | +67.7% | +63.9% | +3.8% | +50.5% |
| 5Y | +78.8% | -78.2% | +156.9% | +72.1% |
| All | +78.8% | -78.1% | +156.9% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling