+395.7%
EFA vs SAP
+734.1%
-338.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | +0.6% | -2.9% | +3.5% | +1.7% |
| 30D | +0.9% | +9.0% | -8.2% | -2.9% |
| 3M | +4.9% | +14.9% | -10.1% | -2.3% |
| 6M | +8.6% | +11.9% | -3.3% | +1.3% |
| YTD | +14.6% | -9.9% | +24.5% | +15.7% |
| 1Y | +22.6% | -19.5% | +42.2% | +29.5% |
| 3Y | +66.5% | +61.8% | +4.7% | +27.0% |
| 5Y | +54.5% | +56.2% | -1.6% | +17.5% |
| 10Y | +144.8% | +180.6% | -35.8% | +37.1% |
| All | +395.7% | +734.1% | -338.4% | +72.5% |
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