+66.0%
EFA vs SAP
+69.1%
-3.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.0% | -2.5% | +1.5% | -0.6% |
| 30D | +1.6% | +7.5% | -5.9% | +0.2% |
| 3M | -3.2% | +11.6% | -14.8% | -5.3% |
| 6M | +2.5% | +37.6% | -35.1% | -4.2% |
| YTD | +10.7% | -2.0% | +12.7% | +12.2% |
| 1Y | +12.8% | -6.4% | +19.1% | +16.0% |
| All | +66.0% | +69.1% | -3.1% | +39.0% |
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