+18.2%
EFA vs SAP
-19.0%
+37.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.5% | -4.1% | +2.5% | -1.3% |
| 30D | -1.7% | +1.1% | -2.7% | -1.7% |
| 3M | +3.5% | +26.1% | -22.6% | +2.3% |
| 6M | +9.5% | +9.8% | -0.3% | +9.4% |
| YTD | +12.9% | -13.6% | +26.4% | +14.6% |
| 1Y | +18.2% | -18.7% | +36.9% | +21.7% |
| All | +18.2% | -19.0% | +37.2% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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