+226.4%
EWY vs SAP
+56.3%
+170.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +6.7% | -0.3% | +6.9% | +6.7% |
| 30D | +17.0% | +0.3% | +16.7% | +16.8% |
| 3M | +3.7% | +16.9% | -13.2% | +2.1% |
| 6M | +42.5% | +6.3% | +36.2% | +44.3% |
| YTD | +96.2% | -12.4% | +108.6% | +110.2% |
| 1Y | +160.4% | -21.6% | +182.0% | +191.5% |
| All | +226.4% | +56.3% | +170.2% | +171.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling