-4.1%
SAP vs EMR
+32.0%
-36.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +1.5% |
| 7D | +1.6% | +2.1% | -0.5% | +1.5% |
| 30D | +10.5% | +4.8% | +5.8% | +10.2% |
| 3M | +15.2% | +7.5% | +7.7% | +14.7% |
| 6M | +36.7% | +20.9% | +15.8% | +35.2% |
| YTD | -0.6% | +29.2% | -29.7% | -3.6% |
| All | -4.1% | +32.0% | -36.1% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling