+236.6%
SAP vs EL
+62.2%
+174.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.1% |
| 7D | +0.6% | +1.5% | -0.9% | +0.2% |
| 30D | +6.5% | +10.0% | -3.5% | +3.8% |
| 3M | +12.2% | +28.4% | -16.2% | +4.5% |
| 6M | +46.1% | +37.1% | +9.0% | +32.9% |
| YTD | -1.6% | +7.8% | -9.4% | -6.2% |
| 1Y | -5.1% | +26.0% | -31.2% | -13.6% |
| 3Y | +68.4% | +3.8% | +64.5% | +50.7% |
| 5Y | +79.4% | -65.2% | +144.6% | +137.4% |
| All | +236.6% | +62.2% | +174.4% | +155.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling