-20.4%
SAP vs EMR
+16.0%
-36.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.6% |
| 7D | -0.3% | +3.1% | -3.3% | -0.5% |
| 30D | +2.6% | -3.5% | +6.1% | +2.8% |
| 3M | +16.3% | +9.8% | +6.5% | +15.1% |
| 6M | +6.4% | +10.8% | -4.4% | +4.7% |
| YTD | -11.4% | +15.9% | -27.4% | -14.1% |
| 1Y | -20.4% | +16.4% | -36.8% | -23.5% |
| All | -20.4% | +16.0% | -36.5% | -23.5% |
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