-20.4%
SAP vs VFC
-11.5%
-9.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.5% |
| 7D | -0.3% | +0.8% | -1.1% | -0.4% |
| 30D | +2.6% | -11.9% | +14.5% | +3.9% |
| 3M | +16.3% | -20.2% | +36.4% | +18.2% |
| 6M | +6.4% | -23.0% | +29.4% | +8.9% |
| YTD | -11.4% | -26.2% | +14.8% | -9.4% |
| 1Y | -20.4% | -13.3% | -7.1% | -21.9% |
| All | -20.4% | -11.5% | -9.0% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling