+132.3%
EEM vs SAP
+175.9%
-43.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | +2.0% | -0.3% | +2.2% | +2.0% |
| 30D | +5.1% | +0.3% | +4.8% | +4.8% |
| 3M | +4.6% | +16.9% | -12.3% | -2.1% |
| 6M | +17.8% | +6.3% | +11.4% | +13.5% |
| YTD | +25.8% | -12.4% | +38.2% | +29.3% |
| 1Y | +36.4% | -21.6% | +58.0% | +46.4% |
| 3Y | +90.0% | +54.8% | +35.2% | +48.5% |
| 5Y | +46.6% | +56.2% | -9.6% | +11.6% |
| 10Y | +132.3% | +179.0% | -46.8% | +17.6% |
| All | +132.3% | +175.9% | -43.6% | +17.6% |
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