+56.2%
SAP vs VWO
+35.7%
+20.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | -0.3% | +0.2% | -0.4% | -0.4% |
| 30D | +0.3% | +0.9% | -0.6% | -0.4% |
| 3M | +16.9% | +4.3% | +12.6% | +12.6% |
| 6M | +6.3% | +10.5% | -4.2% | -2.4% |
| YTD | -12.4% | +13.4% | -25.8% | -21.5% |
| 1Y | -21.6% | +18.6% | -40.2% | -32.3% |
| 3Y | +54.8% | +65.8% | -11.0% | -0.1% |
| 5Y | +56.2% | +35.2% | +20.9% | +18.3% |
| All | +56.2% | +35.7% | +20.5% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling