+176.2%
SAP vs FE
+113.1%
+63.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | +2.6% | -2.1% | +4.7% | +3.1% |
| 3M | +16.3% | +2.6% | +13.6% | +15.3% |
| 6M | +6.4% | -6.8% | +13.2% | +8.1% |
| YTD | -11.4% | +6.9% | -18.3% | -13.4% |
| 1Y | -20.4% | +11.6% | -32.0% | -23.2% |
| 3Y | +56.5% | +47.7% | +8.8% | +38.1% |
| 5Y | +56.8% | +46.2% | +10.6% | +37.8% |
| 10Y | +176.2% | +109.2% | +67.0% | +135.9% |
| All | +176.2% | +113.1% | +63.1% | +135.9% |
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