+80.7%
SAP vs VXUS
+45.4%
+35.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.6% | +2.1% | -1.5% | -1.2% |
| 30D | +6.5% | -1.1% | +7.7% | +7.3% |
| 3M | +12.2% | -5.6% | +17.9% | +17.7% |
| 6M | +46.1% | -2.3% | +48.3% | +46.5% |
| YTD | -1.6% | +10.4% | -12.0% | -14.0% |
| 1Y | -5.1% | +13.1% | -18.2% | -19.3% |
| 3Y | +68.4% | +68.0% | +0.4% | -8.6% |
| All | +80.7% | +45.4% | +35.3% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling