+56.5%
SAP vs EWT
+199.6%
-143.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -0.3% | +1.6% | -1.9% | -0.8% |
| 30D | +2.6% | +8.2% | -5.6% | -0.2% |
| 3M | +16.3% | +11.1% | +5.2% | +10.1% |
| 6M | +6.4% | +60.4% | -54.1% | -18.4% |
| YTD | -11.4% | +75.6% | -87.0% | -35.8% |
| 1Y | -20.4% | +91.3% | -111.7% | -45.4% |
| 3Y | +56.5% | +200.3% | -143.8% | -25.0% |
| All | +56.5% | +199.6% | -143.1% | -25.0% |
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 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