+80.7%
SAP vs ESI
+36.5%
+44.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +0.6% | +5.5% | -4.9% | -0.7% |
| 30D | +6.5% | -7.8% | +14.3% | +8.0% |
| 3M | +12.2% | -15.0% | +27.3% | +15.8% |
| 6M | +46.1% | -24.9% | +71.0% | +53.0% |
| YTD | -1.6% | +33.2% | -34.8% | -18.7% |
| 1Y | -5.1% | +24.9% | -30.1% | -19.7% |
| 3Y | +68.4% | +77.8% | -9.4% | +16.0% |
| All | +80.7% | +36.5% | +44.2% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling