+70.8%
SAP vs EMB
+6.0%
+64.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -0.7% | -0.1% | -0.6% | -0.5% |
| 30D | +11.1% | +1.3% | +9.8% | +9.4% |
| 3M | +17.0% | -2.7% | +19.8% | +21.1% |
| 6M | +34.8% | -2.8% | +37.7% | +39.7% |
| YTD | -2.2% | -1.1% | -1.1% | -0.8% |
| 1Y | -6.4% | 0.0% | -6.4% | -6.3% |
| 3Y | +75.1% | +28.8% | +46.4% | +29.7% |
| All | +70.8% | +6.0% | +64.7% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling