+224.0%
SAP vs EWT
+414.5%
-190.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.0% |
| 7D | +1.5% | -3.7% | +5.1% | +2.6% |
| 30D | +8.8% | -17.2% | +26.0% | +19.1% |
| 3M | +12.1% | -7.3% | +19.4% | +14.3% |
| 6M | +34.6% | -1.5% | +36.1% | +27.5% |
| YTD | -2.1% | +49.0% | -51.1% | -30.7% |
| 1Y | -5.5% | +50.6% | -56.2% | -33.7% |
| 3Y | +67.4% | +148.9% | -81.4% | -20.4% |
| 5Y | +74.6% | +116.1% | -41.5% | -8.7% |
| 10Y | +224.0% | +427.8% | -203.8% | -10.4% |
| All | +224.0% | +414.5% | -190.4% | -10.4% |
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