-20.4%
SAP vs ESI
+39.5%
-59.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.7% |
| 7D | -0.3% | +5.4% | -5.6% | -0.1% |
| 30D | +2.6% | -4.2% | +6.8% | +2.4% |
| 3M | +16.3% | -9.6% | +25.9% | +14.6% |
| 6M | +6.4% | +18.3% | -11.9% | -1.6% |
| YTD | -11.4% | +45.8% | -57.3% | -23.7% |
| 1Y | -20.4% | +39.2% | -59.6% | -30.9% |
| All | -20.4% | +39.5% | -59.9% | -30.9% |
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