+620.5%
SAP vs VWO
+326.6%
+293.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.5% |
| 7D | -0.3% | +0.9% | -1.2% | -0.8% |
| 30D | +2.6% | +1.3% | +1.3% | +1.7% |
| 3M | +16.3% | +5.1% | +11.2% | +12.0% |
| 6M | +6.4% | +12.5% | -6.2% | -2.1% |
| YTD | -11.4% | +14.0% | -25.5% | -19.3% |
| 1Y | -20.4% | +19.7% | -40.1% | -29.8% |
| 3Y | +56.5% | +66.8% | -10.3% | +11.7% |
| 5Y | +56.8% | +36.2% | +20.6% | +27.0% |
| 10Y | +176.2% | +111.0% | +65.2% | +70.4% |
| All | +620.5% | +326.6% | +293.9% | +155.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling