-4.1%
SAP vs ESI
+19.1%
-23.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | +2.1% |
| 7D | +1.6% | -3.5% | +5.1% | +1.4% |
| 30D | +10.5% | -9.3% | +19.8% | +9.9% |
| 3M | +15.2% | -12.8% | +28.0% | +14.3% |
| 6M | +36.7% | -24.6% | +61.3% | +34.9% |
| YTD | -0.6% | +32.7% | -33.3% | -14.1% |
| All | -4.1% | +19.1% | -23.2% | -14.8% |
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