+235.4%
SAP vs FE
+123.7%
+111.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -3.9% | -0.3% | -3.6% | -3.8% |
| 30D | +6.5% | +3.9% | +2.6% | +5.5% |
| 3M | +14.7% | -0.1% | +14.7% | +14.6% |
| 6M | +39.9% | +6.1% | +33.8% | +37.5% |
| YTD | -2.0% | +8.1% | -10.0% | -4.4% |
| 1Y | -6.0% | +4.4% | -10.4% | -7.6% |
| 3Y | +67.7% | +49.0% | +18.7% | +47.9% |
| 5Y | +78.8% | +46.1% | +32.7% | +57.5% |
| All | +235.4% | +123.7% | +111.7% | +190.2% |
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