+546.7%
SAP vs VCLT
+102.7%
+444.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +1.6% | +1.2% | +0.4% | +1.3% |
| 30D | +10.5% | +3.4% | +7.2% | +9.5% |
| 3M | +15.2% | -0.9% | +16.0% | +15.5% |
| 6M | +36.7% | -3.1% | +39.8% | +38.0% |
| YTD | -0.6% | -2.4% | +1.8% | +0.2% |
| 1Y | -4.1% | -2.7% | -1.5% | -3.3% |
| 3Y | +73.2% | +16.9% | +56.4% | +66.5% |
| 5Y | +74.1% | -17.0% | +91.1% | +75.4% |
| 10Y | +222.9% | +22.1% | +200.8% | +239.4% |
| All | +546.7% | +102.7% | +444.0% | +787.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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