+75.1%
SAP vs ESI
+67.9%
+7.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.1% | -4.3% |
| 7D | -0.7% | -8.5% | +7.9% | +0.2% |
| 30D | +11.1% | -15.7% | +26.8% | +13.0% |
| 3M | +17.0% | -18.2% | +35.3% | +19.3% |
| 6M | +34.8% | -28.8% | +63.7% | +38.9% |
| YTD | -2.2% | +26.3% | -28.5% | -15.3% |
| 1Y | -6.4% | +18.2% | -24.7% | -17.5% |
| 3Y | +75.1% | +68.1% | +7.0% | +37.6% |
| All | +75.1% | +67.9% | +7.2% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling