+236.6%
SAP vs EWT
+448.9%
-212.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | +0.6% | +9.1% | -8.5% | -4.1% |
| 30D | +6.5% | -12.2% | +18.8% | +12.9% |
| 3M | +12.2% | -9.4% | +21.7% | +16.1% |
| 6M | +46.1% | +2.7% | +43.4% | +35.1% |
| YTD | -1.6% | +53.3% | -54.9% | -31.4% |
| 1Y | -5.1% | +59.2% | -64.3% | -35.7% |
| 3Y | +68.4% | +157.1% | -88.7% | -21.5% |
| 5Y | +79.4% | +119.6% | -40.2% | -6.8% |
| All | +236.6% | +448.9% | -212.4% | -8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling