+236.6%
SAP vs VXUS
+146.4%
+90.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.6% | +2.1% | -1.5% | -1.5% |
| 30D | +6.5% | -1.1% | +7.7% | +7.4% |
| 3M | +12.2% | -5.6% | +17.9% | +18.2% |
| 6M | +46.1% | -2.3% | +48.3% | +46.6% |
| YTD | -1.6% | +10.4% | -12.0% | -14.0% |
| 1Y | -5.1% | +13.1% | -18.2% | -19.2% |
| 3Y | +68.4% | +68.0% | +0.4% | -6.5% |
| 5Y | +79.4% | +45.8% | +33.6% | +16.2% |
| All | +236.6% | +146.4% | +90.2% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 10y: compounded portfolio wealth divided by compounded VXUS 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…
10y analysis · Full analysis span regression · 6 months rolling