+235.4%
SAP vs VUG
+402.9%
-167.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.2% |
| 7D | -3.9% | +4.4% | -8.3% | -7.1% |
| 30D | +6.5% | -7.3% | +13.9% | +12.5% |
| 3M | +14.7% | -4.2% | +18.9% | +17.9% |
| 6M | +39.9% | -1.6% | +41.5% | +39.8% |
| YTD | -2.0% | +4.9% | -6.9% | -6.9% |
| 1Y | -6.0% | +3.8% | -9.8% | -10.0% |
| 3Y | +67.7% | +79.4% | -11.8% | +1.1% |
| 5Y | +78.8% | +63.9% | +14.9% | +14.9% |
| All | +235.4% | +402.9% | -167.5% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 10y: compounded portfolio wealth divided by compounded VUG 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…
10y analysis · Full analysis span regression · 6 months rolling