-19.5%
SAP vs EL
+14.8%
-34.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.3% |
| 7D | -2.9% | +0.8% | -3.7% | -3.0% |
| 30D | +9.0% | +19.8% | -10.8% | +6.3% |
| 3M | +14.9% | +25.7% | -10.8% | +11.4% |
| 6M | +11.9% | +5.4% | +6.4% | +9.3% |
| YTD | -9.9% | +0.2% | -10.1% | -12.3% |
| 1Y | -19.5% | +20.4% | -40.0% | -23.7% |
| All | -19.5% | +14.8% | -34.3% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling