+73.2%
SAP vs EFV
+91.1%
-17.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | -0.2% |
| 7D | +1.6% | +1.7% | -0.1% | +0.4% |
| 30D | +10.5% | +3.4% | +7.1% | +8.0% |
| 3M | +15.2% | -1.7% | +16.8% | +16.4% |
| 6M | +36.7% | +6.4% | +30.3% | +30.3% |
| YTD | -0.6% | +16.3% | -16.8% | -12.7% |
| 1Y | -4.1% | +22.9% | -27.1% | -20.0% |
| 3Y | +73.2% | +92.8% | -19.6% | -2.2% |
| All | +73.2% | +91.1% | -17.9% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling