+290.8%
EWY vs SAP
+175.6%
+115.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -3.6% |
| 7D | +1.2% | -5.1% | +6.3% | +3.2% |
| 30D | +9.3% | -1.8% | +11.1% | +9.8% |
| 3M | +2.4% | +20.9% | -18.5% | -6.7% |
| 6M | +40.3% | +7.0% | +33.3% | +33.9% |
| YTD | +88.0% | -13.7% | +101.7% | +94.7% |
| 1Y | +143.8% | -19.6% | +163.4% | +160.3% |
| 3Y | +217.8% | +52.4% | +165.4% | +143.6% |
| 5Y | +142.7% | +54.4% | +88.3% | +80.4% |
| All | +290.8% | +175.6% | +115.2% | +95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling