+222.9%
SAP vs VUG
+405.9%
-183.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | -0.5% |
| 7D | +1.6% | +0.5% | +1.1% | +0.9% |
| 30D | +10.5% | -8.2% | +18.7% | +17.6% |
| 3M | +15.2% | -5.4% | +20.6% | +19.6% |
| 6M | +36.7% | -2.5% | +39.2% | +37.7% |
| YTD | -0.6% | +4.2% | -4.8% | -5.0% |
| 1Y | -4.1% | +5.0% | -9.2% | -9.2% |
| 3Y | +73.2% | +81.7% | -8.5% | +3.3% |
| 5Y | +74.1% | +62.5% | +11.6% | +12.6% |
| 10Y | +222.9% | +396.3% | -173.4% | -26.8% |
| All | +222.9% | +405.9% | -183.0% | -26.8% |
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