+1,272.8%
SAP vs FE
+566.1%
+706.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +4.0% | +0.6% | +3.5% | +3.8% |
| 30D | +15.7% | +6.4% | +9.3% | +13.4% |
| 3M | +23.4% | -0.5% | +23.9% | +23.5% |
| 6M | +41.3% | +4.7% | +36.5% | +38.7% |
| YTD | +2.0% | +8.4% | -6.4% | -1.3% |
| 1Y | -5.1% | +7.2% | -12.3% | -7.9% |
| 3Y | +82.1% | +44.9% | +37.3% | +57.8% |
| 5Y | +77.2% | +46.3% | +30.9% | +51.5% |
| 10Y | +233.6% | +110.3% | +123.4% | +138.4% |
| All | +1,272.8% | +566.1% | +706.7% | +569.6% |
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