+56.8%
SAP vs EFV
+96.3%
-39.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.1% |
| 7D | -0.3% | +1.0% | -1.2% | -1.1% |
| 30D | +2.6% | +0.2% | +2.4% | +2.4% |
| 3M | +16.3% | +9.6% | +6.6% | +6.9% |
| 6M | +6.4% | +14.0% | -7.6% | -6.1% |
| YTD | -11.4% | +18.5% | -29.9% | -25.2% |
| 1Y | -20.4% | +27.9% | -48.3% | -37.8% |
| 3Y | +56.5% | +92.4% | -35.9% | -19.9% |
| 5Y | +56.8% | +97.2% | -40.4% | -22.9% |
| All | +56.8% | +96.3% | -39.5% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling