+236.6%
SAP vs ED
+147.1%
+89.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | +0.6% | +2.1% | -1.4% | +0.2% |
| 30D | +6.5% | +10.4% | -3.9% | +4.5% |
| 3M | +12.2% | +12.5% | -0.3% | +9.7% |
| 6M | +46.1% | +14.9% | +31.2% | +42.0% |
| YTD | -1.6% | +24.8% | -26.4% | -6.4% |
| 1Y | -5.1% | +23.8% | -28.9% | -9.6% |
| 3Y | +68.4% | +51.6% | +16.7% | +50.4% |
| 5Y | +79.4% | +86.4% | -7.0% | +50.6% |
| All | +236.6% | +147.1% | +89.5% | +165.8% |
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