-5.5%
SAP vs VXUS
+13.3%
-18.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.5% |
| 7D | +1.5% | +0.5% | +1.0% | +1.4% |
| 30D | +8.8% | -2.5% | +11.4% | +9.1% |
| 3M | +12.1% | -4.6% | +16.7% | +12.6% |
| 6M | +34.6% | -2.6% | +37.2% | +35.0% |
| YTD | -2.1% | +10.4% | -12.5% | -10.4% |
| 1Y | -5.5% | +12.9% | -18.4% | -15.5% |
| All | -5.5% | +13.3% | -18.9% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling