-20.4%
SAP vs VUG
+14.2%
-34.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -0.3% | +0.9% | -1.1% | -0.7% |
| 30D | +2.6% | -1.4% | +4.0% | +3.4% |
| 3M | +16.3% | +2.3% | +13.9% | +14.8% |
| 6M | +6.4% | +15.7% | -9.3% | -4.1% |
| YTD | -11.4% | +8.6% | -20.0% | -15.6% |
| 1Y | -20.4% | +14.1% | -34.5% | -24.5% |
| All | -20.4% | +14.2% | -34.6% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling