+387.9%
SAP vs VXUS
+179.6%
+208.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.4% |
| 7D | -2.9% | +1.0% | -3.9% | -3.8% |
| 30D | +9.0% | +2.2% | +6.8% | +6.7% |
| 3M | +14.9% | +3.0% | +12.0% | +10.4% |
| 6M | +11.9% | +10.7% | +1.2% | -0.7% |
| YTD | -9.9% | +17.8% | -27.7% | -25.3% |
| 1Y | -19.5% | +27.6% | -47.1% | -38.6% |
| 3Y | +61.8% | +73.3% | -11.5% | -9.7% |
| 5Y | +56.2% | +54.3% | +1.8% | -1.4% |
| 10Y | +180.6% | +149.8% | +30.8% | +11.2% |
| All | +387.9% | +179.6% | +208.3% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling