+74.1%
SAP vs EWZ
+57.4%
+16.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.3% |
| 7D | +1.6% | +1.4% | +0.2% | +1.4% |
| 30D | +10.5% | -25.1% | +35.6% | +15.8% |
| 3M | +15.2% | -7.7% | +22.9% | +15.1% |
| 6M | +36.7% | -15.8% | +52.5% | +39.4% |
| YTD | -0.6% | +3.6% | -4.2% | -4.2% |
| 1Y | -4.1% | +5.5% | -9.6% | -8.2% |
| 3Y | +73.2% | +22.1% | +51.1% | +57.7% |
| 5Y | +74.1% | +58.3% | +15.8% | +47.2% |
| All | +74.1% | +57.4% | +16.7% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling