+178.2%
SAP vs ES
+84.4%
+93.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | +9.0% | -2.0% | +11.0% | +9.5% |
| 3M | +14.9% | +1.7% | +13.3% | +14.4% |
| 6M | +11.9% | -3.5% | +15.4% | +12.6% |
| YTD | -9.9% | +7.9% | -17.8% | -12.2% |
| 1Y | -19.5% | +17.2% | -36.7% | -23.8% |
| 3Y | +61.8% | +29.3% | +32.5% | +46.1% |
| 5Y | +56.2% | -5.7% | +61.9% | +55.3% |
| All | +178.2% | +84.4% | +93.9% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling