+741.3%
EEM vs SAP
+1,374.5%
-633.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | +0.1% |
| 7D | -0.9% | +1.5% | -2.4% | -1.8% |
| 30D | -9.3% | +8.8% | -18.2% | -13.6% |
| 3M | -7.1% | +12.1% | -19.1% | -13.4% |
| 6M | -10.4% | +34.6% | -44.9% | -26.4% |
| YTD | +11.3% | -2.1% | +13.4% | +6.5% |
| 1Y | +11.3% | -5.5% | +16.8% | +8.6% |
| 3Y | +69.6% | +67.4% | +2.2% | +13.6% |
| 5Y | +33.6% | +74.6% | -40.9% | -15.6% |
| 10Y | +114.1% | +224.0% | -109.9% | -18.2% |
| All | +741.3% | +1,374.5% | -633.2% | +41.5% |
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 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