+147.8%
EWY vs SAP
-19.0%
+166.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.1% | +3.3% |
| 7D | -0.1% | -4.1% | +4.0% | -0.6% |
| 30D | +7.3% | +1.1% | +6.2% | +7.6% |
| 3M | -5.1% | +26.1% | -31.2% | -0.7% |
| 6M | +42.1% | +9.8% | +32.3% | +51.7% |
| YTD | +94.1% | -13.6% | +107.7% | +112.0% |
| 1Y | +147.8% | -18.7% | +166.5% | +176.8% |
| All | +147.8% | -19.0% | +166.8% | +176.8% |
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 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