+429.5%
SAP vs VXUS
+156.4%
+273.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.3% | -4.3% |
| 7D | -0.7% | -1.8% | +1.1% | +0.9% |
| 30D | +11.1% | -4.6% | +15.7% | +15.9% |
| 3M | +17.0% | -6.1% | +23.1% | +23.8% |
| 6M | +34.8% | -4.9% | +39.7% | +38.9% |
| YTD | -2.2% | +8.1% | -10.3% | -12.2% |
| 1Y | -6.4% | +12.1% | -18.5% | -19.1% |
| 3Y | +75.1% | +63.9% | +11.3% | +2.6% |
| 5Y | +69.8% | +43.1% | +26.7% | +14.7% |
| 10Y | +219.8% | +139.2% | +80.6% | +31.6% |
| All | +429.5% | +156.4% | +273.1% | +102.0% |
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