+222.9%
SAP vs ESI
+323.5%
-100.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | +0.3% |
| 7D | +1.6% | -3.5% | +5.1% | +2.3% |
| 30D | +10.5% | -9.3% | +19.8% | +12.8% |
| 3M | +15.2% | -12.8% | +28.0% | +18.2% |
| 6M | +36.7% | -24.6% | +61.3% | +43.3% |
| YTD | -0.6% | +32.7% | -33.3% | -14.8% |
| 1Y | -4.1% | +20.3% | -24.4% | -15.3% |
| 3Y | +73.2% | +80.2% | -6.9% | +30.0% |
| 5Y | +74.1% | +40.0% | +34.2% | +39.1% |
| 10Y | +222.9% | +310.8% | -87.8% | +86.6% |
| All | +222.9% | +323.5% | -100.5% | +86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling