+75.1%
SAP vs EWT
+136.7%
-61.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.9% | -8.1% | -5.1% |
| 7D | -0.7% | -11.7% | +11.1% | +2.4% |
| 30D | +11.1% | -23.2% | +34.3% | +19.0% |
| 3M | +17.0% | -12.5% | +29.5% | +19.9% |
| 6M | +34.8% | -5.9% | +40.8% | +30.4% |
| YTD | -2.2% | +40.5% | -42.7% | -24.5% |
| 1Y | -6.4% | +43.7% | -50.2% | -28.9% |
| 3Y | +75.1% | +136.6% | -61.5% | -3.7% |
| All | +75.1% | +136.7% | -61.5% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling