-5.5%
SAP vs EMB
+0.5%
-6.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.7% |
| 7D | +1.5% | +0.5% | +1.0% | +0.8% |
| 30D | +8.8% | +0.9% | +7.9% | +7.5% |
| 3M | +12.1% | -2.1% | +14.2% | +15.3% |
| 6M | +34.6% | -2.2% | +36.8% | +38.9% |
| YTD | -2.1% | -0.6% | -1.5% | -2.3% |
| 1Y | -5.5% | +0.2% | -5.8% | -7.3% |
| All | -5.5% | +0.5% | -6.1% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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