+263.7%
SAP vs ESI
+182.6%
+81.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.1% | -4.5% |
| 7D | -0.7% | -8.5% | +7.9% | +0.9% |
| 30D | +11.1% | -15.7% | +26.8% | +14.5% |
| 3M | +17.0% | -18.2% | +35.3% | +20.9% |
| 6M | +34.8% | -28.8% | +63.7% | +41.4% |
| YTD | -2.2% | +26.3% | -28.5% | -11.1% |
| 1Y | -6.4% | +18.2% | -24.7% | -13.8% |
| 3Y | +75.1% | +68.1% | +7.0% | +46.7% |
| 5Y | +69.8% | +28.8% | +41.1% | +48.6% |
| 10Y | +219.8% | +329.8% | -110.0% | +122.2% |
| All | +263.7% | +182.6% | +81.0% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling