+176.2%
SAP vs EL
+31.4%
+144.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.1% |
| 7D | -0.3% | +1.7% | -1.9% | -0.7% |
| 30D | +2.6% | +15.5% | -12.9% | -1.6% |
| 3M | +16.3% | +20.6% | -4.3% | +10.2% |
| 6M | +6.4% | +10.5% | -4.1% | +2.2% |
| YTD | -11.4% | -1.9% | -9.5% | -13.2% |
| 1Y | -20.4% | +16.1% | -36.5% | -26.1% |
| 3Y | +56.5% | -30.2% | +86.7% | +59.8% |
| 5Y | +56.8% | -67.4% | +124.2% | +110.3% |
| 10Y | +176.2% | +31.2% | +145.0% | +118.2% |
| All | +176.2% | +31.4% | +144.8% | +118.2% |
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