-5.9%
SAP vs ESI
+27.8%
-33.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.6% | +8.9% | +3.8% |
| 7D | +1.3% | -6.6% | +7.9% | +0.8% |
| 30D | +15.5% | -10.9% | +26.5% | +14.7% |
| 3M | +22.8% | -13.8% | +36.6% | +21.8% |
| 6M | +42.5% | -21.5% | +64.0% | +40.1% |
| YTD | +0.5% | +34.7% | -34.1% | -12.9% |
| 1Y | -5.9% | +24.9% | -30.8% | -17.1% |
| All | -5.9% | +27.8% | -33.8% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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