+176.2%
SAP vs VFC
-69.1%
+245.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.3% |
| 7D | -0.3% | +0.8% | -1.1% | -0.4% |
| 30D | +2.6% | -11.9% | +14.5% | +5.0% |
| 3M | +16.3% | -20.2% | +36.4% | +20.5% |
| 6M | +6.4% | -23.0% | +29.4% | +10.6% |
| YTD | -11.4% | -26.2% | +14.8% | -7.6% |
| 1Y | -20.4% | -13.3% | -7.1% | -20.3% |
| 3Y | +56.5% | -25.5% | +82.0% | +47.2% |
| 5Y | +56.8% | -78.1% | +134.9% | +108.8% |
| 10Y | +176.2% | -68.8% | +245.0% | +235.9% |
| All | +176.2% | -69.1% | +245.3% | +235.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VFC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling