+67.8%
SAP vs ESI
+80.4%
-12.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | -3.9% | +8.3% | -12.2% | -4.7% |
| 30D | +6.5% | -10.4% | +16.9% | +7.6% |
| 3M | +14.7% | -13.2% | +27.8% | +16.2% |
| 6M | +39.9% | -23.9% | +63.8% | +43.1% |
| YTD | -2.0% | +34.2% | -36.2% | -15.7% |
| 1Y | -6.0% | +22.2% | -28.2% | -17.0% |
| All | +67.8% | +80.4% | -12.6% | +29.9% |
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 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