+67.8%
SAP vs VXUS
+70.6%
-2.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.5% |
| 7D | -2.5% | -0.5% | -2.0% | -2.3% |
| 30D | +7.5% | -1.2% | +8.6% | +8.1% |
| 3M | +11.6% | -3.8% | +15.5% | +14.2% |
| 6M | +37.6% | -1.7% | +39.3% | +37.6% |
| YTD | -2.0% | +11.4% | -13.4% | -13.6% |
| 1Y | -6.4% | +13.3% | -19.7% | -19.0% |
| All | +67.8% | +70.6% | -2.8% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling