+2,435.9%
SAP vs EME
+34,125.3%
-31,689.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | +1.5% | -8.8% | +10.3% | +3.8% |
| 30D | +8.8% | -18.2% | +27.0% | +14.7% |
| 3M | +12.1% | -20.2% | +32.3% | +18.3% |
| 6M | +34.6% | -29.9% | +64.5% | +45.0% |
| YTD | -2.1% | +5.7% | -7.8% | -8.7% |
| 1Y | -5.5% | -1.5% | -4.1% | -10.0% |
| 3Y | +67.4% | +208.4% | -141.0% | +4.7% |
| 5Y | +74.6% | +401.9% | -327.3% | -8.2% |
| 10Y | +224.0% | +914.2% | -690.2% | +28.1% |
| All | +2,435.9% | +34,125.3% | -31,689.4% | +303.1% |
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