+214.8%
SAP vs VCIT
+28.8%
+186.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +11.1% | +1.9% | +9.2% | +8.7% |
| 3M | +17.0% | -1.4% | +18.5% | +19.1% |
| 6M | +34.8% | -2.1% | +37.0% | +38.3% |
| YTD | -2.2% | -1.6% | -0.6% | -0.2% |
| 1Y | -6.4% | -0.9% | -5.5% | -5.3% |
| 3Y | +75.1% | +20.0% | +55.2% | +42.7% |
| 5Y | +69.8% | +3.1% | +66.7% | +61.3% |
| All | +214.8% | +28.8% | +186.0% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling