+176.2%
SAP vs ESI
+307.6%
-131.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.8% |
| 7D | -0.3% | +5.4% | -5.6% | -1.7% |
| 30D | +2.6% | -4.2% | +6.8% | +3.6% |
| 3M | +16.3% | -9.6% | +25.9% | +17.2% |
| 6M | +6.4% | +18.3% | -11.9% | -2.9% |
| YTD | -11.4% | +45.8% | -57.3% | -25.0% |
| 1Y | -20.4% | +39.2% | -59.6% | -31.9% |
| 3Y | +56.5% | +86.3% | -29.8% | +18.5% |
| 5Y | +56.8% | +76.2% | -19.4% | +18.7% |
| 10Y | +176.2% | +306.8% | -130.6% | +57.1% |
| All | +176.2% | +307.6% | -131.4% | +57.1% |
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 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