+222.9%
SAP vs EL
+63.1%
+159.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +1.0% |
| 7D | +1.6% | +8.0% | -6.4% | -0.5% |
| 30D | +10.5% | +15.4% | -4.9% | +6.3% |
| 3M | +15.2% | +28.5% | -13.4% | +7.2% |
| 6M | +36.7% | +32.2% | +4.5% | +25.5% |
| YTD | -0.6% | +9.2% | -9.7% | -5.5% |
| 1Y | -4.1% | +30.8% | -34.9% | -13.6% |
| 3Y | +73.2% | +3.7% | +69.6% | +55.3% |
| 5Y | +74.1% | -64.8% | +138.9% | +129.8% |
| 10Y | +222.9% | +60.0% | +162.9% | +144.0% |
| All | +222.9% | +63.1% | +159.9% | +144.0% |
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