+70.8%
SAP vs EL
-66.1%
+136.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.4% | -4.6% |
| 7D | -0.7% | +0.8% | -1.4% | -0.9% |
| 30D | +11.1% | +16.5% | -5.4% | +7.7% |
| 3M | +17.0% | +29.2% | -12.1% | +10.8% |
| 6M | +34.8% | +27.9% | +6.9% | +27.4% |
| YTD | -2.2% | +6.2% | -8.4% | -5.3% |
| 1Y | -6.4% | +27.2% | -33.6% | -12.9% |
| 3Y | +75.1% | +3.2% | +71.9% | +59.7% |
| All | +70.8% | -66.1% | +136.9% | +120.1% |
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 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