+179.0%
SAP vs EWJ
+138.2%
+40.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.4% |
| 7D | -0.3% | +1.0% | -1.3% | -1.0% |
| 30D | +0.3% | +1.0% | -0.7% | -0.6% |
| 3M | +16.9% | +7.2% | +9.7% | +9.2% |
| 6M | +6.3% | +13.9% | -7.5% | -6.2% |
| YTD | -12.4% | +20.8% | -33.2% | -27.2% |
| 1Y | -21.6% | +26.4% | -48.0% | -37.6% |
| 3Y | +54.8% | +71.8% | -17.0% | -9.6% |
| 5Y | +56.2% | +49.9% | +6.3% | +3.5% |
| 10Y | +179.0% | +140.0% | +39.1% | +22.0% |
| All | +179.0% | +138.2% | +40.8% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling