+236.6%
SAP vs VCIT
+31.0%
+205.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.6% |
| 7D | +0.6% | -1.4% | +2.1% | +2.3% |
| 30D | +6.5% | +0.6% | +6.0% | +5.9% |
| 3M | +12.2% | -2.2% | +14.5% | +15.3% |
| 6M | +46.1% | -2.3% | +48.4% | +50.2% |
| YTD | -1.6% | -2.2% | +0.6% | +1.1% |
| 1Y | -5.1% | -1.4% | -3.8% | -3.4% |
| 3Y | +68.4% | +18.7% | +49.6% | +38.9% |
| 5Y | +79.4% | +3.6% | +75.8% | +69.7% |
| All | +236.6% | +31.0% | +205.5% | +187.9% |
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