+70.8%
SAP vs EMR
+80.8%
-10.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -4.0% | -4.1% |
| 7D | -0.7% | -1.6% | +0.9% | -0.2% |
| 30D | +11.1% | +2.0% | +9.1% | +10.2% |
| 3M | +17.0% | +3.8% | +13.2% | +15.2% |
| 6M | +34.8% | +10.5% | +24.3% | +29.2% |
| YTD | -2.2% | +23.7% | -25.9% | -11.4% |
| 1Y | -6.4% | +25.4% | -31.9% | -15.8% |
| 3Y | +75.1% | +86.6% | -11.4% | +26.0% |
| All | +70.8% | +80.8% | -10.0% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling