+514.2%
SAP vs EWT
+594.1%
-79.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -1.9% |
| 7D | -2.9% | +4.0% | -6.9% | -5.0% |
| 30D | +9.0% | +10.3% | -1.3% | +3.1% |
| 3M | +14.9% | +6.1% | +8.9% | +8.4% |
| 6M | +11.9% | +56.6% | -44.7% | -16.2% |
| YTD | -9.9% | +76.6% | -86.5% | -37.2% |
| 1Y | -19.5% | +97.9% | -117.4% | -47.6% |
| 3Y | +61.8% | +198.0% | -136.2% | -17.7% |
| 5Y | +56.2% | +151.8% | -95.6% | -12.6% |
| 10Y | +180.6% | +514.1% | -333.5% | -5.3% |
| All | +514.2% | +594.1% | -79.9% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling