+631.2%
SAP vs VUG
+1,251.8%
-620.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.4% |
| 7D | -2.9% | -0.1% | -2.8% | -2.8% |
| 30D | +9.0% | -0.3% | +9.3% | +9.4% |
| 3M | +14.9% | -0.7% | +15.6% | +14.9% |
| 6M | +11.9% | +14.6% | -2.7% | -2.1% |
| YTD | -9.9% | +9.0% | -18.9% | -17.3% |
| 1Y | -19.5% | +14.9% | -34.4% | -29.8% |
| 3Y | +61.8% | +86.0% | -24.2% | -11.2% |
| 5Y | +56.2% | +76.7% | -20.5% | -12.1% |
| 10Y | +180.6% | +411.3% | -230.7% | -46.2% |
| All | +631.2% | +1,251.8% | -620.6% | -52.7% |
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