+176.2%
SAP vs EMR
+268.7%
-92.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.5% |
| 7D | -0.3% | +3.1% | -3.3% | -1.3% |
| 30D | +2.6% | -3.5% | +6.1% | +3.8% |
| 3M | +16.3% | +9.8% | +6.5% | +11.7% |
| 6M | +6.4% | +10.8% | -4.4% | +1.1% |
| YTD | -11.4% | +15.9% | -27.4% | -17.9% |
| 1Y | -20.4% | +16.4% | -36.8% | -26.6% |
| 3Y | +56.5% | +62.1% | -5.6% | +23.1% |
| 5Y | +56.8% | +62.9% | -6.1% | +21.3% |
| 10Y | +176.2% | +267.8% | -91.6% | +59.6% |
| All | +176.2% | +268.7% | -92.5% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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