+236.6%
SAP vs EME
+905.2%
-668.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +0.6% | +8.4% | -7.7% | -1.3% |
| 30D | +6.5% | -11.5% | +18.0% | +9.1% |
| 3M | +12.2% | -20.6% | +32.9% | +17.6% |
| 6M | +46.1% | -28.5% | +74.6% | +55.5% |
| YTD | -1.6% | +8.0% | -9.6% | -9.0% |
| 1Y | -5.1% | +6.8% | -11.9% | -12.0% |
| 3Y | +68.4% | +213.9% | -145.5% | +0.4% |
| 5Y | +79.4% | +414.8% | -335.4% | -12.6% |
| All | +236.6% | +905.2% | -668.6% | +22.5% |
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