+599.1%
SAP vs VEU
+176.7%
+422.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.7% |
| 7D | -2.5% | -0.5% | -2.0% | -2.2% |
| 30D | +7.5% | -1.0% | +8.5% | +8.1% |
| 3M | +11.6% | -3.6% | +15.2% | +14.8% |
| 6M | +37.6% | -1.2% | +38.8% | +36.8% |
| YTD | -2.0% | +12.0% | -13.9% | -13.4% |
| 1Y | -6.4% | +13.9% | -20.2% | -18.6% |
| 3Y | +67.7% | +71.3% | -3.6% | +1.5% |
| 5Y | +75.7% | +50.3% | +25.4% | +20.4% |
| 10Y | +229.3% | +150.3% | +79.0% | +48.6% |
| All | +599.1% | +176.7% | +422.3% | +166.4% |
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