+56.4%
SAP vs ESI
+72.3%
-15.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.7% |
| 7D | -2.9% | +3.3% | -6.2% | -3.7% |
| 30D | +9.0% | -5.9% | +14.9% | +10.5% |
| 3M | +14.9% | -14.1% | +29.0% | +17.4% |
| 6M | +11.9% | +6.6% | +5.3% | +4.2% |
| YTD | -9.9% | +45.0% | -54.9% | -25.9% |
| 1Y | -19.5% | +41.5% | -61.0% | -33.6% |
| 3Y | +61.8% | +78.8% | -17.0% | +16.2% |
| All | +56.4% | +72.3% | -15.9% | +9.7% |
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