+376.6%
EFA vs SAP
+810.9%
-434.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | +1.4% | +6.5% | -5.2% | -1.3% |
| 3M | -4.2% | +12.2% | -16.4% | -9.0% |
| 6M | +1.9% | +46.1% | -44.1% | -14.7% |
| YTD | +10.2% | -1.6% | +11.8% | +7.0% |
| 1Y | +12.8% | -5.1% | +17.9% | +11.2% |
| 3Y | +65.2% | +68.4% | -3.2% | +24.0% |
| 5Y | +49.8% | +79.4% | -29.6% | +7.4% |
| 10Y | +145.2% | +230.5% | -85.3% | +27.9% |
| All | +376.6% | +810.9% | -434.2% | +59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling