+224.0%
SAP vs EL
+60.9%
+163.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.8% | -1.6% |
| 7D | +1.5% | +7.6% | -6.1% | -0.5% |
| 30D | +8.8% | +15.7% | -6.9% | +4.6% |
| 3M | +12.1% | +30.5% | -18.5% | +3.9% |
| 6M | +34.6% | +32.5% | +2.0% | +23.5% |
| YTD | -2.1% | +9.4% | -11.6% | -7.0% |
| 1Y | -5.5% | +28.4% | -33.9% | -14.4% |
| 3Y | +67.4% | +4.4% | +63.0% | +49.8% |
| 5Y | +74.6% | -64.5% | +139.1% | +129.7% |
| 10Y | +224.0% | +64.9% | +159.2% | +143.5% |
| All | +224.0% | +60.9% | +163.2% | +143.5% |
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