+56.8%
SAP vs EWJ
+51.7%
+5.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | -0.3% | +2.9% | -3.1% | -2.0% |
| 30D | +2.6% | +1.1% | +1.5% | +1.8% |
| 3M | +16.3% | +7.1% | +9.1% | +10.1% |
| 6M | +6.4% | +16.2% | -9.8% | -5.6% |
| YTD | -11.4% | +22.0% | -33.4% | -24.9% |
| 1Y | -20.4% | +26.2% | -46.6% | -34.5% |
| 3Y | +56.5% | +73.5% | -16.9% | -5.4% |
| 5Y | +56.8% | +52.7% | +4.1% | +1.9% |
| All | +56.8% | +51.7% | +5.1% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling