+910.6%
EWY vs SAP
+621.2%
+289.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.9% |
| 7D | +4.2% | +0.6% | +3.6% | +4.0% |
| 30D | -10.7% | +6.5% | -17.2% | -13.3% |
| 3M | -20.1% | +12.2% | -32.3% | -24.5% |
| 6M | -24.3% | +46.1% | -70.4% | -37.8% |
| YTD | +46.9% | -1.6% | +48.5% | +40.5% |
| 1Y | +55.2% | -5.1% | +60.3% | +50.8% |
| 3Y | +157.0% | +68.4% | +88.6% | +90.9% |
| 5Y | +98.9% | +79.4% | +19.4% | +41.3% |
| 10Y | +226.3% | +230.5% | -4.2% | +70.8% |
| All | +910.6% | +621.2% | +289.4% | +218.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling