-19.5%
SAP vs EWZ
+36.3%
-55.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -2.9% | +6.5% | -9.4% | -3.0% |
| 30D | +9.0% | +4.8% | +4.2% | +9.0% |
| 3M | +14.9% | +9.9% | +5.1% | +14.3% |
| 6M | +11.9% | +1.9% | +9.9% | +11.9% |
| YTD | -9.9% | +20.3% | -30.2% | -11.4% |
| 1Y | -19.5% | +35.6% | -55.2% | -23.4% |
| All | -19.5% | +36.3% | -55.9% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling