+229.3%
SAP vs EFV
+161.2%
+68.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.5% | -1.0% | -1.5% | -1.6% |
| 30D | +7.5% | +3.1% | +4.4% | +4.5% |
| 3M | +11.6% | -1.2% | +12.9% | +12.7% |
| 6M | +37.6% | +5.6% | +32.0% | +30.2% |
| YTD | -2.0% | +15.8% | -17.8% | -15.6% |
| 1Y | -6.4% | +20.0% | -26.4% | -22.1% |
| 3Y | +67.7% | +91.0% | -23.2% | -10.7% |
| 5Y | +75.7% | +93.7% | -17.9% | -7.9% |
| 10Y | +229.3% | +160.9% | +68.4% | +36.0% |
| All | +229.3% | +161.2% | +68.1% | +36.0% |
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