+1,112.6%
SAP vs FE
+561.4%
+551.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -2.9% | +1.9% | -4.8% | -3.5% |
| 30D | +9.0% | -1.2% | +10.2% | +9.4% |
| 3M | +14.9% | +3.5% | +11.5% | +13.5% |
| 6M | +11.9% | -6.1% | +18.0% | +13.8% |
| YTD | -9.9% | +7.6% | -17.5% | -12.6% |
| 1Y | -19.5% | +11.9% | -31.5% | -23.0% |
| 3Y | +61.8% | +48.4% | +13.4% | +38.9% |
| 5Y | +56.2% | +44.8% | +11.4% | +33.9% |
| 10Y | +180.6% | +115.9% | +64.7% | +98.4% |
| All | +1,112.6% | +561.4% | +551.2% | +493.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling