+224.0%
SAP vs VCIT
+30.3%
+193.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -0.8% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +8.8% | +1.1% | +7.7% | +7.5% |
| 3M | +12.1% | -1.4% | +13.4% | +14.0% |
| 6M | +34.6% | -2.3% | +36.9% | +38.4% |
| YTD | -2.1% | -1.8% | -0.3% | +0.2% |
| 1Y | -5.5% | -1.0% | -4.5% | -4.2% |
| 3Y | +67.4% | +19.3% | +48.2% | +37.4% |
| 5Y | +74.6% | +3.8% | +70.8% | +64.7% |
| 10Y | +224.0% | +30.6% | +193.5% | +176.1% |
| All | +224.0% | +30.3% | +193.8% | +176.1% |
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