+491.9%
SAP vs VEA
+154.9%
+337.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -0.9% |
| 7D | +1.5% | 0.0% | +1.5% | +1.4% |
| 30D | +8.8% | -1.4% | +10.2% | +10.0% |
| 3M | +12.1% | -4.1% | +16.2% | +15.9% |
| 6M | +34.6% | -1.3% | +35.9% | +33.9% |
| YTD | -2.1% | +12.1% | -14.2% | -14.1% |
| 1Y | -5.5% | +16.1% | -21.6% | -19.8% |
| 3Y | +67.4% | +73.0% | -5.6% | -1.6% |
| 5Y | +74.6% | +55.1% | +19.4% | +14.3% |
| 10Y | +224.0% | +156.9% | +67.1% | +38.0% |
| All | +491.9% | +154.9% | +337.0% | +129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling