+486.0%
SAP vs VCLT
+103.4%
+382.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.9% | -0.5% | -2.4% | -2.7% |
| 30D | +9.0% | -0.9% | +9.9% | +9.3% |
| 3M | +14.9% | -3.2% | +18.2% | +16.1% |
| 6M | +11.9% | -3.8% | +15.7% | +13.2% |
| YTD | -9.9% | -2.0% | -7.9% | -9.3% |
| 1Y | -19.5% | -0.8% | -18.7% | -19.3% |
| 3Y | +61.8% | +12.3% | +49.5% | +56.9% |
| 5Y | +56.2% | -15.4% | +71.6% | +56.8% |
| 10Y | +180.6% | +15.7% | +164.9% | +187.0% |
| All | +486.0% | +103.4% | +382.6% | +703.5% |
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