+542.3%
SAP vs VEU
+192.1%
+350.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.4% |
| 7D | -2.9% | +1.1% | -4.0% | -3.8% |
| 30D | +9.0% | +2.2% | +6.8% | +7.0% |
| 3M | +14.9% | +3.0% | +12.0% | +10.9% |
| 6M | +11.9% | +10.9% | +1.0% | +0.5% |
| YTD | -9.9% | +18.2% | -28.1% | -23.8% |
| 1Y | -19.5% | +28.3% | -47.8% | -36.8% |
| 3Y | +61.8% | +74.6% | -12.8% | -3.3% |
| 5Y | +56.2% | +56.4% | -0.2% | +3.9% |
| 10Y | +180.6% | +153.0% | +27.6% | +25.7% |
| All | +542.3% | +192.1% | +350.2% | +134.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling