+176.2%
SAP vs VUG
+408.5%
-232.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.4% |
| 7D | -0.3% | +0.9% | -1.1% | -0.9% |
| 30D | +2.6% | -1.4% | +4.0% | +3.8% |
| 3M | +16.3% | +2.3% | +13.9% | +13.6% |
| 6M | +6.4% | +15.7% | -9.3% | -6.1% |
| YTD | -11.4% | +8.6% | -20.0% | -17.6% |
| 1Y | -20.4% | +14.1% | -34.5% | -29.0% |
| 3Y | +56.5% | +87.9% | -31.4% | -8.5% |
| 5Y | +56.8% | +76.3% | -19.5% | -4.7% |
| 10Y | +176.2% | +409.7% | -233.5% | -36.8% |
| All | +176.2% | +408.5% | -232.3% | -36.8% |
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