+526.2%
SAP vs EMB
+126.5%
+399.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.7% |
| 7D | -3.9% | -0.7% | -3.2% | -3.3% |
| 30D | +6.5% | +0.5% | +6.0% | +6.1% |
| 3M | +14.7% | -2.5% | +17.1% | +17.2% |
| 6M | +39.9% | -2.0% | +41.9% | +42.5% |
| YTD | -2.0% | -0.9% | -1.1% | -1.1% |
| 1Y | -6.0% | -0.3% | -5.7% | -5.6% |
| 3Y | +67.7% | +29.2% | +38.5% | +35.6% |
| 5Y | +78.8% | +7.4% | +71.3% | +67.6% |
| 10Y | +229.3% | +35.8% | +193.5% | +169.3% |
| All | +526.2% | +126.5% | +399.7% | +290.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling