+214.8%
SAP vs ES
+85.7%
+129.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.4% |
| 7D | -0.7% | +1.9% | -2.5% | -1.1% |
| 30D | +11.1% | +7.1% | +4.0% | +9.2% |
| 3M | +17.0% | -1.9% | +19.0% | +17.5% |
| 6M | +34.8% | +4.4% | +30.5% | +33.1% |
| YTD | -2.2% | +7.3% | -9.5% | -4.5% |
| 1Y | -6.4% | +2.1% | -8.6% | -7.8% |
| 3Y | +75.1% | +41.8% | +33.3% | +53.7% |
| 5Y | +69.8% | +1.4% | +68.4% | +64.9% |
| All | +214.8% | +85.7% | +129.1% | +170.5% |
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