+178.2%
SAP vs ED
+103.0%
+75.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.6% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | +9.0% | -0.1% | +9.1% | +9.0% |
| 3M | +14.9% | +3.9% | +11.0% | +14.0% |
| 6M | +11.9% | -3.0% | +14.9% | +12.4% |
| YTD | -9.9% | +10.7% | -20.6% | -12.3% |
| 1Y | -19.5% | +13.3% | -32.9% | -22.2% |
| 3Y | +61.8% | +34.5% | +27.3% | +47.7% |
| 5Y | +56.2% | +67.1% | -11.0% | +33.4% |
| All | +178.2% | +103.0% | +75.3% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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