+56.8%
SAP vs EWZ
+60.6%
-3.8%
-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% | -3.7% | -2.1% |
| 7D | -0.3% | +5.6% | -5.8% | -1.5% |
| 30D | +2.6% | +9.3% | -6.7% | +0.4% |
| 3M | +16.3% | +15.7% | +0.6% | +11.9% |
| 6M | +6.4% | +7.4% | -1.0% | +4.1% |
| YTD | -11.4% | +22.7% | -34.1% | -16.5% |
| 1Y | -20.4% | +36.4% | -56.8% | -27.3% |
| 3Y | +56.5% | +50.4% | +6.1% | +37.8% |
| 5Y | +56.8% | +67.6% | -10.9% | +33.1% |
| All | +56.8% | +60.6% | -3.8% | +33.1% |
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 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