+547.9%
SAP vs EWZ
+361.8%
+186.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.0% |
| 7D | +1.6% | +1.4% | +0.2% | +1.1% |
| 30D | +10.5% | -25.1% | +35.6% | +21.7% |
| 3M | +15.2% | -7.7% | +22.9% | +16.2% |
| 6M | +36.7% | -15.8% | +52.5% | +42.3% |
| YTD | -0.6% | +3.6% | -4.2% | -5.2% |
| 1Y | -4.1% | +5.5% | -9.6% | -9.5% |
| 3Y | +73.2% | +22.1% | +51.1% | +52.3% |
| 5Y | +74.1% | +58.3% | +15.8% | +33.1% |
| 10Y | +222.9% | +50.3% | +172.7% | +121.9% |
| All | +547.9% | +361.8% | +186.2% | +88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling