+2,233.8%
SAP vs ED
+1,467.7%
+766.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.5% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | +9.0% | -0.1% | +9.1% | +9.0% |
| 3M | +14.9% | +3.9% | +11.0% | +13.4% |
| 6M | +11.9% | -3.0% | +14.9% | +12.6% |
| YTD | -9.9% | +10.7% | -20.6% | -13.4% |
| 1Y | -19.5% | +13.3% | -32.9% | -23.5% |
| 3Y | +61.8% | +34.5% | +27.3% | +42.8% |
| 5Y | +56.2% | +67.1% | -11.0% | +26.3% |
| 10Y | +180.6% | +103.0% | +77.6% | +103.3% |
| All | +2,233.8% | +1,467.7% | +766.0% | +882.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling