+2,475.8%
SAP vs EMR
+1,979.1%
+496.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | -0.5% |
| 7D | +1.6% | +2.1% | -0.5% | +0.4% |
| 30D | +10.5% | +4.8% | +5.8% | +7.7% |
| 3M | +15.2% | +7.5% | +7.7% | +10.4% |
| 6M | +36.7% | +20.9% | +15.8% | +22.2% |
| YTD | -0.6% | +29.2% | -29.7% | -15.7% |
| 1Y | -4.1% | +33.0% | -37.1% | -20.0% |
| 3Y | +73.2% | +109.8% | -36.5% | +9.6% |
| 5Y | +74.1% | +91.9% | -17.8% | +13.6% |
| 10Y | +222.9% | +301.5% | -78.6% | +27.7% |
| All | +2,475.8% | +1,979.1% | +496.7% | +305.9% |
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