+176.2%
SAP vs VXUS
+145.9%
+30.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.3% |
| 7D | -0.3% | +1.6% | -1.8% | -1.8% |
| 30D | +2.6% | +1.0% | +1.6% | +1.5% |
| 3M | +16.3% | +5.7% | +10.6% | +8.9% |
| 6M | +6.4% | +13.6% | -7.2% | -8.4% |
| YTD | -11.4% | +17.4% | -28.8% | -26.7% |
| 1Y | -20.4% | +25.1% | -45.5% | -38.5% |
| 3Y | +56.5% | +75.8% | -19.3% | -16.3% |
| 5Y | +56.8% | +55.4% | +1.4% | -4.0% |
| 10Y | +176.2% | +146.4% | +29.8% | +7.1% |
| All | +176.2% | +145.9% | +30.3% | +7.1% |
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