+2,432.7%
SAP vs EMR
+1,891.2%
+541.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -4.0% | -4.1% |
| 7D | -0.7% | -1.6% | +0.9% | 0.0% |
| 30D | +11.1% | +2.0% | +9.1% | +9.7% |
| 3M | +17.0% | +3.8% | +13.2% | +14.2% |
| 6M | +34.8% | +10.5% | +24.3% | +26.0% |
| YTD | -2.2% | +23.7% | -25.9% | -15.2% |
| 1Y | -6.4% | +25.4% | -31.9% | -19.6% |
| 3Y | +75.1% | +86.6% | -11.4% | +17.4% |
| 5Y | +69.8% | +83.0% | -13.2% | +13.5% |
| 10Y | +219.8% | +319.5% | -99.7% | +22.8% |
| All | +2,432.7% | +1,891.2% | +541.5% | +307.9% |
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 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