+444.7%
SAP vs VEA
+170.4%
+274.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.3% |
| 7D | -2.9% | +1.0% | -3.9% | -3.7% |
| 30D | +9.0% | +1.9% | +7.1% | +7.1% |
| 3M | +14.9% | +3.2% | +11.7% | +10.5% |
| 6M | +11.9% | +10.2% | +1.7% | +0.6% |
| YTD | -9.9% | +18.9% | -28.8% | -24.8% |
| 1Y | -19.5% | +29.3% | -48.9% | -37.9% |
| 3Y | +61.8% | +76.8% | -15.0% | -6.4% |
| 5Y | +56.2% | +61.2% | -5.1% | -0.8% |
| 10Y | +180.6% | +163.3% | +17.3% | +17.2% |
| All | +444.7% | +170.4% | +274.3% | +100.7% |
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 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