+2,542.1%
SAP vs ES
+747.6%
+1,794.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +0.8% |
| 7D | +4.0% | +5.9% | -1.9% | +2.3% |
| 30D | +15.7% | +10.2% | +5.5% | +12.4% |
| 3M | +23.4% | +0.4% | +23.0% | +23.1% |
| 6M | +41.3% | +6.9% | +34.4% | +38.1% |
| YTD | +2.0% | +10.5% | -8.5% | -1.7% |
| 1Y | -5.1% | +3.2% | -8.3% | -7.0% |
| 3Y | +82.1% | +49.0% | +33.1% | +56.0% |
| 5Y | +77.2% | +4.5% | +72.7% | +68.1% |
| 10Y | +233.6% | +92.3% | +141.3% | +153.6% |
| All | +2,542.1% | +747.6% | +1,794.5% | +1,155.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling