+74.1%
SAP vs VCIT
+3.7%
+70.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +1.6% | +0.7% | +0.9% | +0.7% |
| 30D | +10.5% | +1.8% | +8.7% | +8.2% |
| 3M | +15.2% | -1.1% | +16.3% | +16.8% |
| 6M | +36.7% | -1.7% | +38.4% | +39.6% |
| YTD | -0.6% | -1.1% | +0.6% | +1.0% |
| 1Y | -4.1% | -0.4% | -3.8% | -3.5% |
| 3Y | +73.2% | +20.5% | +52.8% | +39.6% |
| 5Y | +74.1% | +3.8% | +70.3% | +39.8% |
| All | +74.1% | +3.7% | +70.4% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling