+68.4%
SAP vs EMR
+103.4%
-35.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | +0.6% | +2.8% | -2.2% | 0.0% |
| 30D | +6.5% | +3.7% | +2.9% | +5.6% |
| 3M | +12.2% | +2.0% | +10.2% | +11.6% |
| 6M | +46.1% | +22.1% | +24.0% | +38.8% |
| YTD | -1.6% | +27.2% | -28.9% | -8.6% |
| 1Y | -5.1% | +32.0% | -37.1% | -12.9% |
| 3Y | +68.4% | +103.3% | -34.9% | +36.9% |
| All | +68.4% | +103.4% | -35.0% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling