+494.9%
SAP vs VEA
+155.2%
+339.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.3% |
| 7D | +0.6% | +2.3% | -1.6% | -1.4% |
| 30D | +6.5% | +0.2% | +6.3% | +6.1% |
| 3M | +12.2% | -5.3% | +17.6% | +17.5% |
| 6M | +46.1% | -0.9% | +47.0% | +44.9% |
| YTD | -1.6% | +12.2% | -13.8% | -13.8% |
| 1Y | -5.1% | +16.1% | -21.2% | -19.5% |
| 3Y | +68.4% | +73.0% | -4.6% | -1.1% |
| 5Y | +79.4% | +53.7% | +25.7% | +18.4% |
| 10Y | +230.5% | +159.3% | +71.2% | +39.6% |
| All | +494.9% | +155.2% | +339.7% | +130.0% |
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