-5.1%
SAP vs VUG
+3.5%
-8.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | +0.6% | +2.5% | -1.9% | -0.4% |
| 30D | +6.5% | -6.3% | +12.8% | +9.6% |
| 3M | +12.2% | -6.0% | +18.3% | +15.1% |
| 6M | +46.1% | -3.5% | +49.6% | +48.5% |
| YTD | -1.6% | +3.9% | -5.5% | -3.3% |
| 1Y | -5.1% | +5.1% | -10.2% | -7.4% |
| All | -5.1% | +3.5% | -8.6% | -7.4% |
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