-6.4%
SAP vs ES
+1.8%
-8.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.9% |
| 7D | -0.7% | +1.9% | -2.5% | -0.7% |
| 30D | +11.1% | +7.1% | +4.0% | +10.9% |
| 3M | +17.0% | -1.9% | +19.0% | +16.9% |
| 6M | +34.8% | +4.4% | +30.5% | +35.5% |
| YTD | -2.2% | +7.3% | -9.5% | -1.6% |
| 1Y | -6.4% | +2.1% | -8.6% | -5.7% |
| All | -6.4% | +1.8% | -8.3% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling