+236.6%
SAP vs IEFA
+148.4%
+88.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.2% |
| 7D | +0.6% | +2.2% | -1.6% | -1.6% |
| 30D | +6.5% | +1.1% | +5.5% | +5.2% |
| 3M | +12.2% | -4.3% | +16.5% | +17.0% |
| 6M | +46.1% | +1.4% | +44.7% | +42.4% |
| YTD | -1.6% | +10.1% | -11.7% | -13.0% |
| 1Y | -5.1% | +12.9% | -18.0% | -18.4% |
| 3Y | +68.4% | +65.8% | +2.6% | -5.3% |
| 5Y | +79.4% | +47.7% | +31.8% | +15.0% |
| All | +236.6% | +148.4% | +88.2% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 10y: compounded portfolio wealth divided by compounded IEFA 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…
10y analysis · Full analysis span regression · 6 months rolling