+62.4%
SAP vs ED
+34.8%
+27.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -1.0% |
| 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% | +15.7% |
| 6M | +11.9% | -3.0% | +14.9% | +11.8% |
| YTD | -9.9% | +10.7% | -20.6% | -9.1% |
| 1Y | -19.5% | +13.3% | -32.9% | -18.8% |
| All | +62.4% | +34.8% | +27.6% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling