+669.4%
SAP vs EFV
+249.8%
+419.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | -0.6% |
| 7D | +1.6% | +1.7% | -0.1% | +0.2% |
| 30D | +10.5% | +3.4% | +7.1% | +7.4% |
| 3M | +15.2% | -1.7% | +16.8% | +16.6% |
| 6M | +36.7% | +6.4% | +30.3% | +29.1% |
| YTD | -0.6% | +16.3% | -16.8% | -13.4% |
| 1Y | -4.1% | +22.9% | -27.1% | -20.4% |
| 3Y | +73.2% | +92.8% | -19.6% | -1.8% |
| 5Y | +74.1% | +93.5% | -19.4% | -1.2% |
| 10Y | +222.9% | +162.1% | +60.8% | +43.0% |
| All | +669.4% | +249.8% | +419.6% | +148.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling