+68.4%
SAP vs VWO
+56.0%
+12.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | +0.6% | +2.0% | -1.4% | -0.4% |
| 30D | +6.5% | -4.3% | +10.8% | +8.8% |
| 3M | +12.2% | -6.4% | +18.6% | +15.9% |
| 6M | +46.1% | -5.6% | +51.7% | +49.3% |
| YTD | -1.6% | +5.2% | -6.8% | -7.2% |
| 1Y | -5.1% | +5.2% | -10.3% | -10.5% |
| 3Y | +68.4% | +55.5% | +12.8% | +14.9% |
| All | +68.4% | +56.0% | +12.3% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 3y: compounded portfolio wealth divided by compounded VWO 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…
3y analysis · Full analysis span regression · 6 months rolling