+59.2%
SAP vs EME
+240.5%
-181.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.0% |
| 7D | -2.9% | +1.9% | -4.8% | -3.1% |
| 30D | +9.0% | -8.3% | +17.3% | +9.7% |
| 3M | +14.9% | -10.7% | +25.7% | +16.2% |
| 6M | +11.9% | +1.9% | +10.0% | +9.9% |
| YTD | -9.9% | +23.5% | -33.4% | -15.4% |
| 1Y | -19.5% | +18.0% | -37.5% | -24.8% |
| All | +59.2% | +240.5% | -181.3% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling