+179.0%
SAP vs EME
+1,266.0%
-1,086.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.5% |
| 7D | -0.3% | +2.7% | -3.0% | -1.0% |
| 30D | +0.3% | -6.8% | +7.1% | +1.8% |
| 3M | +16.9% | -8.8% | +25.7% | +17.9% |
| 6M | +6.3% | +5.0% | +1.3% | +2.0% |
| YTD | -12.4% | +23.5% | -35.9% | -20.8% |
| 1Y | -21.6% | +21.3% | -42.9% | -29.8% |
| 3Y | +54.8% | +241.1% | -186.3% | -7.6% |
| 5Y | +56.2% | +549.2% | -493.0% | -27.5% |
| 10Y | +179.0% | +1,306.4% | -1,127.4% | -3.7% |
| All | +179.0% | +1,266.0% | -1,086.9% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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