+179.0%
SAP vs EWT
+510.6%
-331.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -0.3% | +2.1% | -2.4% | -1.5% |
| 30D | +0.3% | +9.4% | -9.1% | -4.9% |
| 3M | +16.9% | +10.9% | +6.0% | +7.2% |
| 6M | +6.3% | +57.9% | -51.6% | -24.1% |
| YTD | -12.4% | +75.9% | -88.3% | -42.3% |
| 1Y | -21.6% | +89.7% | -111.3% | -51.2% |
| 3Y | +54.8% | +200.9% | -146.1% | -32.5% |
| 5Y | +56.2% | +154.5% | -98.3% | -23.6% |
| 10Y | +179.0% | +520.8% | -341.7% | -27.5% |
| All | +179.0% | +510.6% | -331.6% | -27.5% |
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