+214.8%
SAP vs FE
+107.4%
+107.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -0.7% | 0.0% | -0.6% | -0.7% |
| 30D | +11.1% | +5.2% | +5.9% | +9.6% |
| 3M | +17.0% | 0.0% | +17.1% | +17.0% |
| 6M | +34.8% | +5.0% | +29.8% | +32.8% |
| YTD | -2.2% | +7.9% | -10.1% | -4.7% |
| 1Y | -6.4% | +6.3% | -12.8% | -8.5% |
| 3Y | +75.1% | +46.0% | +29.1% | +55.3% |
| 5Y | +69.8% | +45.6% | +24.2% | +49.7% |
| All | +214.8% | +107.4% | +107.5% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling