+2,233.8%
SAP vs EMR
+1,774.3%
+459.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.8% |
| 7D | -2.9% | -1.5% | -1.4% | -2.2% |
| 30D | +9.0% | -5.6% | +14.6% | +12.0% |
| 3M | +14.9% | +7.9% | +7.0% | +9.5% |
| 6M | +11.9% | +6.0% | +5.9% | +6.4% |
| YTD | -9.9% | +16.4% | -26.4% | -19.1% |
| 1Y | -19.5% | +16.6% | -36.2% | -28.2% |
| 3Y | +61.8% | +62.9% | -1.1% | +16.9% |
| 5Y | +56.2% | +60.1% | -3.9% | +12.0% |
| 10Y | +180.6% | +268.8% | -88.1% | +15.9% |
| All | +2,233.8% | +1,774.3% | +459.4% | +289.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling