-20.1%
SAP vs VG
-39.3%
+19.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -2.9% | +1.7% | -4.6% | -2.9% |
| 30D | +9.0% | +16.0% | -7.0% | +8.9% |
| 3M | +14.9% | +9.7% | +5.2% | +14.7% |
| 6M | +11.9% | +29.6% | -17.7% | +10.1% |
| YTD | -9.9% | +112.0% | -121.9% | -14.4% |
| 1Y | -19.5% | +12.8% | -32.3% | -20.3% |
| All | -20.1% | -39.3% | +19.3% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling