+80.7%
SAP vs EL
-65.2%
+146.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.1% |
| 7D | +0.6% | +1.5% | -0.9% | +0.3% |
| 30D | +6.5% | +10.0% | -3.5% | +4.4% |
| 3M | +12.2% | +28.4% | -16.2% | +6.4% |
| 6M | +46.1% | +37.1% | +9.0% | +36.2% |
| YTD | -1.6% | +7.8% | -9.4% | -5.0% |
| 1Y | -5.1% | +26.0% | -31.2% | -11.5% |
| 3Y | +68.4% | +3.8% | +64.5% | +53.6% |
| All | +80.7% | -65.2% | +146.0% | +132.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling