+563.4%
SAP vs VCIT
+96.6%
+466.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.3% |
| 7D | +4.0% | +0.5% | +3.6% | +3.7% |
| 30D | +15.7% | +2.1% | +13.6% | +14.0% |
| 3M | +23.4% | -1.6% | +25.0% | +24.9% |
| 6M | +41.3% | -1.6% | +42.8% | +43.0% |
| YTD | +2.0% | -1.5% | +3.5% | +3.3% |
| 1Y | -5.1% | -0.4% | -4.7% | -4.7% |
| 3Y | +82.1% | +19.6% | +62.6% | +61.5% |
| 5Y | +77.2% | +3.3% | +73.9% | +67.1% |
| 10Y | +233.6% | +28.9% | +204.8% | +208.7% |
| All | +563.4% | +96.6% | +466.7% | +664.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling