+56.2%
SAP vs IEFA
+51.0%
+5.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.1% |
| 7D | -0.3% | -0.5% | +0.2% | +0.2% |
| 30D | +0.3% | -1.1% | +1.4% | +1.4% |
| 3M | +16.9% | +5.1% | +11.8% | +10.7% |
| 6M | +6.3% | +9.3% | -3.0% | -3.9% |
| YTD | -12.4% | +13.0% | -25.4% | -24.1% |
| 1Y | -21.6% | +19.2% | -40.8% | -36.0% |
| 3Y | +54.8% | +67.0% | -12.2% | -14.0% |
| 5Y | +56.2% | +51.1% | +5.1% | -2.1% |
| All | +56.2% | +51.0% | +5.2% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling