+228.8%
SAP vs EWZ
+65.7%
+163.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.2% |
| 7D | +1.5% | +1.3% | +0.2% | +1.1% |
| 30D | +8.8% | -26.2% | +35.0% | +17.1% |
| 3M | +12.1% | -8.6% | +20.7% | +13.0% |
| 6M | +34.6% | -17.0% | +51.6% | +39.1% |
| YTD | -2.1% | +2.2% | -4.3% | -5.4% |
| 1Y | -5.5% | +2.7% | -8.2% | -9.0% |
| 3Y | +67.4% | +18.2% | +49.3% | +53.0% |
| 5Y | +74.6% | +56.0% | +18.6% | +42.7% |
| All | +228.8% | +65.7% | +163.1% | +155.5% |
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