+2,233.8%
SAP vs ES
+727.6%
+1,506.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.6% |
| 3M | +14.9% | +1.7% | +13.3% | +14.3% |
| 6M | +11.9% | -3.5% | +15.4% | +12.7% |
| YTD | -9.9% | +7.9% | -17.8% | -12.5% |
| 1Y | -19.5% | +17.2% | -36.7% | -24.2% |
| 3Y | +61.8% | +29.3% | +32.5% | +44.7% |
| 5Y | +56.2% | -5.7% | +61.9% | +53.0% |
| 10Y | +180.6% | +85.2% | +95.4% | +115.8% |
| All | +2,233.8% | +727.6% | +1,506.1% | +1,017.6% |
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