+854.3%
EEM vs SAP
+1,257.0%
-402.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.3% |
| 7D | +2.3% | -2.9% | +5.2% | +3.8% |
| 30D | +4.5% | +9.0% | -4.5% | -0.5% |
| 3M | -0.1% | +14.9% | -15.0% | -9.3% |
| 6M | +16.9% | +11.9% | +5.0% | +6.2% |
| YTD | +26.2% | -9.9% | +36.1% | +27.1% |
| 1Y | +40.5% | -19.5% | +60.0% | +50.1% |
| 3Y | +86.2% | +61.8% | +24.4% | +27.1% |
| 5Y | +45.5% | +56.2% | -10.7% | -2.0% |
| 10Y | +128.6% | +180.6% | -52.0% | -4.3% |
| All | +854.3% | +1,257.0% | -402.8% | +68.8% |
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