+55.1%
EFA vs SAP
+57.0%
-1.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | 0.0% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | -0.7% | +2.6% | -3.3% | -1.6% |
| 3M | +6.4% | +16.3% | -9.9% | +1.1% |
| 6M | +11.4% | +6.4% | +5.0% | +8.5% |
| YTD | +14.0% | -11.4% | +25.4% | +17.7% |
| 1Y | +20.2% | -20.4% | +40.6% | +29.3% |
| 3Y | +68.2% | +56.5% | +11.7% | +30.1% |
| All | +55.1% | +57.0% | -1.9% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling