+82.7%
SAP vs FE
+44.7%
+38.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +4.0% | +0.6% | +3.5% | +4.0% |
| 30D | +15.7% | +6.4% | +9.3% | +15.2% |
| 3M | +23.4% | -0.5% | +23.9% | +23.4% |
| 6M | +41.3% | +4.7% | +36.5% | +40.6% |
| YTD | +2.0% | +8.4% | -6.4% | +0.9% |
| 1Y | -5.1% | +7.2% | -12.3% | -6.0% |
| All | +82.7% | +44.7% | +38.0% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling