+46.1%
SAP vs EME
-29.7%
+75.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.2% |
| 7D | +0.6% | +8.4% | -7.7% | +3.0% |
| 30D | +6.5% | -11.5% | +18.0% | +3.2% |
| 3M | +12.2% | -20.6% | +32.9% | +5.4% |
| 6M | +46.1% | -28.5% | +74.6% | +31.3% |
| All | +46.1% | -29.7% | +75.8% | +31.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling