+67.8%
SAP vs ED
+47.9%
+19.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.1% |
| 7D | -2.5% | -0.9% | -1.6% | -2.5% |
| 30D | +7.5% | +11.2% | -3.7% | +8.8% |
| 3M | +11.6% | +11.8% | -0.1% | +13.1% |
| 6M | +37.6% | +14.1% | +23.5% | +40.1% |
| YTD | -2.0% | +23.0% | -24.9% | +0.5% |
| 1Y | -6.4% | +23.7% | -30.0% | -4.0% |
| All | +67.8% | +47.9% | +19.9% | +74.6% |
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