-5.9%
SAP vs VEA
+20.4%
-26.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +3.9% |
| 7D | +1.3% | +0.7% | +0.6% | +1.2% |
| 30D | +15.5% | -0.4% | +16.0% | +15.6% |
| 3M | +22.8% | -1.7% | +24.5% | +23.0% |
| 6M | +42.5% | +5.1% | +37.4% | +39.1% |
| YTD | +0.5% | +14.4% | -13.9% | -8.8% |
| 1Y | -5.9% | +20.5% | -26.5% | -18.7% |
| All | -5.9% | +20.4% | -26.4% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 1y: compounded portfolio wealth divided by compounded VEA 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…
1y analysis · Full analysis span regression · 6 months rolling