+98.5%
EWY vs SAP
+79.5%
+19.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.9% |
| 7D | +4.2% | +0.6% | +3.6% | +4.1% |
| 30D | -10.7% | +6.5% | -17.2% | -12.3% |
| 3M | -20.1% | +12.2% | -32.3% | -22.8% |
| 6M | -24.3% | +46.1% | -70.4% | -33.4% |
| YTD | +46.9% | -1.6% | +48.5% | +49.3% |
| 1Y | +55.2% | -5.1% | +60.3% | +60.4% |
| 3Y | +157.0% | +68.4% | +88.6% | +96.6% |
| All | +98.5% | +79.5% | +19.0% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling