+2,233.8%
SAP vs EME
+39,871.9%
-37,638.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.4% |
| 7D | -2.9% | +1.9% | -4.8% | -3.5% |
| 30D | +9.0% | -8.3% | +17.3% | +11.6% |
| 3M | +14.9% | -10.7% | +25.7% | +16.5% |
| 6M | +11.9% | +1.9% | +10.0% | +7.9% |
| YTD | -9.9% | +23.5% | -33.4% | -18.9% |
| 1Y | -19.5% | +18.0% | -37.5% | -27.5% |
| 3Y | +61.8% | +236.1% | -174.3% | -0.2% |
| 5Y | +56.2% | +527.9% | -471.7% | -22.7% |
| 10Y | +180.6% | +1,252.8% | -1,072.2% | +2.4% |
| All | +2,233.8% | +39,871.9% | -37,638.2% | +258.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling