-13.0%
SAP vs VG
-44.1%
+31.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.8% | 0.0% |
| 7D | -3.9% | +15.1% | -19.0% | -3.8% |
| 30D | +6.5% | -4.2% | +10.7% | +6.5% |
| 3M | +14.7% | -3.1% | +17.7% | +14.6% |
| 6M | +39.9% | +0.3% | +39.6% | +39.6% |
| YTD | -2.0% | +95.5% | -97.4% | -6.8% |
| 1Y | -6.0% | +64.4% | -70.4% | -9.6% |
| All | -13.0% | -44.1% | +31.0% | -18.5% |
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