+486.0%
SAP vs VCIT
+98.3%
+387.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.9% | -0.3% | -2.6% | -2.6% |
| 30D | +9.0% | -0.8% | +9.8% | +9.6% |
| 3M | +14.9% | -1.0% | +16.0% | +15.8% |
| 6M | +11.9% | -1.8% | +13.7% | +13.5% |
| YTD | -9.9% | -0.7% | -9.2% | -9.3% |
| 1Y | -19.5% | +1.0% | -20.5% | -20.0% |
| 3Y | +61.8% | +18.8% | +43.0% | +43.9% |
| 5Y | +56.2% | +3.5% | +52.7% | +46.8% |
| 10Y | +180.6% | +29.2% | +151.4% | +157.4% |
| All | +486.0% | +98.3% | +387.7% | +570.5% |
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