+222.9%
SAP vs ED
+132.0%
+90.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +1.6% | -0.1% | +1.7% | +1.7% |
| 30D | +10.5% | +11.6% | -1.0% | +8.2% |
| 3M | +15.2% | +10.5% | +4.6% | +12.9% |
| 6M | +36.7% | +13.2% | +23.5% | +33.3% |
| YTD | -0.6% | +22.1% | -22.7% | -5.0% |
| 1Y | -4.1% | +24.2% | -28.3% | -8.8% |
| 3Y | +73.2% | +46.9% | +26.3% | +55.8% |
| 5Y | +74.1% | +80.8% | -6.7% | +47.0% |
| 10Y | +222.9% | +134.3% | +88.7% | +155.0% |
| All | +222.9% | +132.0% | +90.9% | +155.0% |
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