-24.3%
EWY vs SAP
+44.7%
-69.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.6% |
| 7D | +4.2% | +0.6% | +3.6% | +4.5% |
| 30D | -10.7% | +6.5% | -17.2% | -7.4% |
| 3M | -20.1% | +12.2% | -32.3% | -14.3% |
| 6M | -24.3% | +46.1% | -70.4% | -1.3% |
| All | -24.3% | +44.7% | -69.0% | -1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling