+123.6%
EEM vs SAP
+231.4%
-107.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.3% | +2.4% |
| 7D | +0.7% | -2.5% | +3.2% | +1.4% |
| 30D | -6.2% | +7.5% | -13.7% | -8.6% |
| 3M | -5.2% | +11.6% | -16.8% | -9.1% |
| 6M | -8.1% | +37.6% | -45.8% | -19.4% |
| YTD | +14.0% | -2.0% | +15.9% | +12.4% |
| 1Y | +13.8% | -6.4% | +20.2% | +14.3% |
| 3Y | +73.7% | +67.7% | +6.0% | +32.6% |
| 5Y | +34.6% | +75.7% | -41.2% | -1.6% |
| 10Y | +123.6% | +229.3% | -105.8% | +9.5% |
| All | +123.6% | +231.4% | -107.8% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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