-5.5%
SAP vs VG
+35.0%
-40.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.4% |
| 7D | +1.5% | -7.7% | +9.2% | +0.7% |
| 30D | +8.8% | -8.8% | +17.6% | +8.1% |
| 3M | +12.1% | -15.6% | +27.7% | +10.7% |
| 6M | +34.6% | +5.2% | +29.3% | +36.3% |
| YTD | -2.1% | +76.9% | -79.0% | +0.5% |
| 1Y | -5.5% | +42.5% | -48.0% | -3.0% |
| All | -5.5% | +35.0% | -40.6% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling