+37.6%
SAP vs EWJ
+0.6%
+37.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | +0.6% |
| 7D | -2.5% | -1.9% | -0.6% | -3.1% |
| 30D | +7.5% | -5.3% | +12.8% | +5.3% |
| 3M | +11.6% | -4.3% | +16.0% | +10.0% |
| 6M | +37.6% | +0.4% | +37.2% | +39.5% |
| All | +37.6% | +0.6% | +37.0% | +39.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling