-4.1%
SAP vs EL
+30.3%
-34.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +1.3% |
| 7D | +1.6% | +8.0% | -6.4% | +0.4% |
| 30D | +10.5% | +15.4% | -4.9% | +8.2% |
| 3M | +15.2% | +28.5% | -13.4% | +11.0% |
| 6M | +36.7% | +32.2% | +4.5% | +31.0% |
| YTD | -0.6% | +9.2% | -9.7% | -5.3% |
| All | -4.1% | +30.3% | -34.3% | -13.1% |
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