-6.0%
SAP vs ES
+1.3%
-7.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -3.9% | -1.1% | -2.8% | -3.8% |
| 30D | +6.5% | +8.2% | -1.7% | +6.2% |
| 3M | +14.7% | +0.6% | +14.0% | +14.4% |
| 6M | +39.9% | +6.0% | +33.9% | +40.4% |
| YTD | -2.0% | +9.3% | -11.3% | -1.4% |
| 1Y | -6.0% | +1.1% | -7.1% | -5.2% |
| All | -6.0% | +1.3% | -7.3% | -5.2% |
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