+179.0%
SAP vs EFV
+162.1%
+16.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.3% |
| 7D | -0.3% | -0.5% | +0.2% | +0.2% |
| 30D | +0.3% | 0.0% | +0.3% | +0.3% |
| 3M | +16.9% | +8.4% | +8.5% | +8.3% |
| 6M | +6.3% | +12.3% | -6.0% | -5.0% |
| YTD | -12.4% | +17.4% | -29.8% | -25.4% |
| 1Y | -21.6% | +27.1% | -48.8% | -38.2% |
| 3Y | +54.8% | +90.7% | -35.9% | -17.4% |
| 5Y | +56.2% | +95.6% | -39.5% | -18.7% |
| 10Y | +179.0% | +165.3% | +13.8% | +11.6% |
| All | +179.0% | +162.1% | +16.9% | +11.6% |
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