+2,697.1%
SAP vs EWJ
+140.6%
+2,556.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | -1.2% |
| 7D | -2.5% | -1.9% | -0.6% | -1.5% |
| 30D | +7.5% | -5.3% | +12.8% | +11.2% |
| 3M | +11.6% | -4.3% | +16.0% | +14.4% |
| 6M | +37.6% | +0.4% | +37.2% | +34.7% |
| YTD | -2.0% | +14.7% | -16.7% | -13.4% |
| 1Y | -6.4% | +14.7% | -21.1% | -17.4% |
| 3Y | +67.7% | +66.2% | +1.5% | +12.3% |
| 5Y | +75.7% | +50.2% | +25.5% | +26.9% |
| 10Y | +229.3% | +127.1% | +102.3% | +80.8% |
| All | +2,697.1% | +140.6% | +2,556.5% | +929.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling