+229.3%
SAP vs EME
+948.4%
-719.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.2% | -0.6% |
| 7D | -2.5% | +4.3% | -6.8% | -3.6% |
| 30D | +7.5% | -14.4% | +21.8% | +10.9% |
| 3M | +11.6% | -18.3% | +30.0% | +16.1% |
| 6M | +37.6% | -28.3% | +66.0% | +46.6% |
| YTD | -2.0% | +9.2% | -11.2% | -9.5% |
| 1Y | -6.4% | +4.3% | -10.6% | -12.4% |
| 3Y | +67.7% | +218.6% | -150.9% | -0.1% |
| 5Y | +75.7% | +421.0% | -345.3% | -14.4% |
| 10Y | +229.3% | +928.3% | -699.0% | +20.0% |
| All | +229.3% | +948.4% | -719.1% | +20.0% |
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