+164.3%
EWY vs SAP
-19.8%
+184.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +4.5% |
| 7D | +4.8% | -2.9% | +7.7% | +4.4% |
| 30D | +11.7% | +9.0% | +2.7% | +13.1% |
| 3M | -7.4% | +14.9% | -22.3% | -0.4% |
| 6M | +40.6% | +11.9% | +28.7% | +50.9% |
| YTD | +94.3% | -9.9% | +104.2% | +112.2% |
| 1Y | +164.3% | -19.5% | +183.8% | +193.2% |
| All | +164.3% | -19.8% | +184.1% | +193.2% |
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