+179.0%
SAP vs EWZ
+86.7%
+92.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.7% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +0.3% | +8.2% | -7.9% | -2.1% |
| 3M | +16.9% | +13.3% | +3.6% | +12.2% |
| 6M | +6.3% | +3.6% | +2.7% | +4.6% |
| YTD | -12.4% | +21.0% | -33.4% | -18.0% |
| 1Y | -21.6% | +34.7% | -56.3% | -29.2% |
| 3Y | +54.8% | +48.3% | +6.5% | +34.5% |
| 5Y | +56.2% | +60.1% | -3.9% | +29.2% |
| 10Y | +179.0% | +92.6% | +86.5% | +104.1% |
| All | +179.0% | +86.7% | +92.4% | +104.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling