+749.3%
EEM vs SAP
+1,376.6%
-627.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.4% |
| 7D | +5.3% | -3.9% | +9.2% | +7.4% |
| 30D | -7.0% | +6.5% | -13.5% | -10.4% |
| 3M | -8.0% | +14.7% | -22.7% | -15.2% |
| 6M | -6.6% | +39.9% | -46.6% | -24.9% |
| YTD | +12.3% | -2.0% | +14.3% | +7.4% |
| 1Y | +12.2% | -6.0% | +18.2% | +9.8% |
| 3Y | +71.2% | +67.7% | +3.5% | +14.6% |
| 5Y | +32.2% | +78.8% | -46.5% | -17.7% |
| 10Y | +120.3% | +229.3% | -109.0% | -16.7% |
| All | +749.3% | +1,376.6% | -627.3% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling