+91.0%
EEM vs SAP
+56.7%
+34.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | +3.1% | -0.3% | +3.3% | +3.1% |
| 30D | +4.9% | +2.6% | +2.3% | +4.4% |
| 3M | +5.2% | +16.3% | -11.0% | +3.1% |
| 6M | +20.7% | +6.4% | +14.3% | +20.5% |
| YTD | +26.5% | -11.4% | +37.9% | +31.4% |
| 1Y | +37.8% | -20.4% | +58.3% | +47.7% |
| 3Y | +91.0% | +56.5% | +34.5% | +64.6% |
| All | +91.0% | +56.7% | +34.3% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling