+695.8%
SAP vs VUG
+1,203.7%
-508.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -1.3% |
| 7D | -2.5% | -1.1% | -1.4% | -1.9% |
| 30D | +7.5% | -7.0% | +14.5% | +13.9% |
| 3M | +11.6% | -3.7% | +15.4% | +14.6% |
| 6M | +37.6% | -1.6% | +39.2% | +37.5% |
| YTD | -2.0% | +5.1% | -7.1% | -7.8% |
| 1Y | -6.4% | +3.8% | -10.1% | -11.0% |
| 3Y | +67.7% | +79.9% | -12.2% | -5.8% |
| 5Y | +75.7% | +66.4% | +9.3% | +3.7% |
| 10Y | +229.3% | +405.3% | -175.9% | -36.9% |
| All | +695.8% | +1,203.7% | -508.0% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling