+70.8%
SAP vs FE
+42.2%
+28.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.8% |
| 7D | -0.7% | -1.0% | +0.4% | -0.4% |
| 30D | +11.1% | +4.1% | +6.9% | +10.1% |
| 3M | +17.0% | -1.0% | +18.1% | +17.2% |
| 6M | +34.8% | +4.0% | +30.8% | +33.3% |
| YTD | -2.2% | +6.8% | -9.1% | -4.3% |
| 1Y | -6.4% | +5.3% | -11.7% | -8.2% |
| 3Y | +75.1% | +44.6% | +30.6% | +54.9% |
| All | +70.8% | +42.2% | +28.6% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling