-13.3%
SAP vs VG
-51.4%
+38.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -0.7% | -22.0% | +21.4% | -0.8% |
| 30D | +11.1% | -11.6% | +22.7% | +11.0% |
| 3M | +17.0% | -14.9% | +31.9% | +16.9% |
| 6M | +34.8% | -3.5% | +38.4% | +34.2% |
| YTD | -2.2% | +70.0% | -72.2% | -7.1% |
| 1Y | -6.4% | +50.0% | -56.4% | -10.6% |
| All | -13.3% | -51.4% | +38.1% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling