+236.6%
SAP vs EFV
+163.3%
+73.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | 0.0% |
| 7D | +0.6% | +2.5% | -1.9% | -1.6% |
| 30D | +6.5% | +2.9% | +3.6% | +3.8% |
| 3M | +12.2% | -1.4% | +13.7% | +13.6% |
| 6M | +46.1% | +5.5% | +40.5% | +38.4% |
| YTD | -1.6% | +16.1% | -17.7% | -15.5% |
| 1Y | -5.1% | +20.3% | -25.4% | -21.2% |
| 3Y | +68.4% | +90.4% | -22.1% | -10.1% |
| 5Y | +79.4% | +93.5% | -14.1% | -5.9% |
| All | +236.6% | +163.3% | +73.2% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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