-5.9%
SAP vs EWT
+54.0%
-59.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.2% |
| 7D | +1.3% | -10.9% | +12.2% | +1.0% |
| 30D | +15.5% | -17.7% | +33.3% | +15.1% |
| 3M | +22.8% | -5.0% | +27.8% | +22.2% |
| 6M | +42.5% | +7.4% | +35.1% | +33.9% |
| YTD | +0.5% | +52.8% | -52.3% | -17.6% |
| 1Y | -5.9% | +55.2% | -61.1% | -23.6% |
| All | -5.9% | +54.0% | -59.9% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling