+32.5%
EEM vs SAP
-22.5%
+55.0%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | -2.1% |
| 7D | -0.7% | -5.1% | +4.4% | -0.7% |
| 30D | +2.4% | -1.8% | +4.2% | +2.4% |
| 3M | +4.2% | +20.9% | -16.8% | +4.9% |
| 6M | +14.8% | +7.0% | +7.8% | +16.9% |
| YTD | +23.1% | -13.7% | +36.8% | +28.0% |
| 1Y | +32.5% | -19.6% | +52.1% | +41.6% |
| All | +32.5% | -22.5% | +55.0% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling