-5.1%
SAP vs EWZ
+1.3%
-6.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.4% |
| 7D | +0.6% | +0.8% | -0.1% | +0.6% |
| 30D | +6.5% | -24.4% | +30.9% | +5.5% |
| 3M | +12.2% | -4.6% | +16.8% | +12.0% |
| 6M | +46.1% | -11.6% | +57.6% | +45.8% |
| YTD | -1.6% | +2.4% | -4.0% | -1.5% |
| 1Y | -5.1% | +2.1% | -7.2% | -5.0% |
| All | -5.1% | +1.3% | -6.4% | -5.0% |
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