+487.0%
SAP vs EWZ
+436.1%
+51.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -2.9% | +6.5% | -9.4% | -5.3% |
| 30D | +9.0% | +4.8% | +4.2% | +6.8% |
| 3M | +14.9% | +9.9% | +5.1% | +10.2% |
| 6M | +11.9% | +1.9% | +9.9% | +10.0% |
| YTD | -9.9% | +20.3% | -30.2% | -17.3% |
| 1Y | -19.5% | +35.6% | -55.2% | -29.7% |
| 3Y | +61.8% | +43.4% | +18.4% | +36.2% |
| 5Y | +56.2% | +55.9% | +0.2% | +22.6% |
| 10Y | +180.6% | +84.2% | +96.5% | +80.9% |
| All | +487.0% | +436.1% | +51.0% | +64.4% |
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