+64.8%
EFA vs SAP
+54.2%
+10.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -1.5% | -4.1% | +2.5% | -0.7% |
| 30D | -1.7% | +1.1% | -2.7% | -1.9% |
| 3M | +3.5% | +26.1% | -22.6% | -1.5% |
| 6M | +9.5% | +9.8% | -0.3% | +7.3% |
| YTD | +12.9% | -13.6% | +26.4% | +17.1% |
| 1Y | +18.2% | -18.7% | +36.9% | +24.8% |
| 3Y | +64.8% | +54.1% | +10.7% | +41.9% |
| All | +64.8% | +54.2% | +10.7% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling