+56.5%
SAP vs VEU
+77.0%
-20.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.4% |
| 7D | -0.3% | +1.7% | -1.9% | -1.4% |
| 30D | +2.6% | +1.0% | +1.6% | +1.9% |
| 3M | +16.3% | +5.6% | +10.6% | +10.8% |
| 6M | +6.4% | +13.7% | -7.3% | -5.6% |
| YTD | -11.4% | +17.7% | -29.1% | -24.7% |
| 1Y | -20.4% | +25.8% | -46.2% | -36.9% |
| 3Y | +56.5% | +77.1% | -20.6% | -13.0% |
| All | +56.5% | +77.0% | -20.5% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 3y: compounded portfolio wealth divided by compounded VEU 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…
3y analysis · Full analysis span regression · 6 months rolling