+693.6%
SAP vs VUG
+1,157.1%
-463.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -5.0% |
| 7D | -0.7% | -3.4% | +2.7% | +2.1% |
| 30D | +11.1% | -11.1% | +22.2% | +22.6% |
| 3M | +17.0% | -7.2% | +24.3% | +24.3% |
| 6M | +34.8% | -4.1% | +39.0% | +37.8% |
| YTD | -2.2% | +1.4% | -3.6% | -5.0% |
| 1Y | -6.4% | +1.9% | -8.4% | -9.7% |
| 3Y | +75.1% | +77.7% | -2.6% | -0.7% |
| 5Y | +69.8% | +57.6% | +12.2% | +5.4% |
| 10Y | +219.8% | +398.6% | -178.7% | -38.1% |
| All | +693.6% | +1,157.1% | -463.5% | -45.6% |
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