+71.2%
SAP vs TE
-49.8%
+121.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -1.0% |
| 7D | -0.3% | +15.0% | -15.3% | -0.9% |
| 30D | +0.3% | -7.5% | +7.8% | +0.5% |
| 3M | +16.9% | -42.0% | +58.9% | +18.7% |
| 6M | +6.3% | -31.4% | +37.8% | +5.8% |
| YTD | -12.4% | -26.5% | +14.1% | -13.7% |
| 1Y | -21.6% | +153.1% | -174.7% | -29.3% |
| 3Y | +54.8% | -20.7% | +75.5% | +47.5% |
| 5Y | +56.2% | -45.4% | +101.6% | +51.3% |
| All | +71.2% | -49.8% | +121.0% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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