+120.9%
SAP vs VICI
+100.6%
+20.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -2.9% | -1.7% | -1.2% | -2.3% |
| 30D | +9.0% | -3.7% | +12.7% | +10.5% |
| 3M | +14.9% | -5.0% | +20.0% | +17.2% |
| 6M | +11.9% | -12.1% | +24.0% | +17.2% |
| YTD | -9.9% | -6.6% | -3.3% | -7.9% |
| 1Y | -19.5% | -19.2% | -0.3% | -13.4% |
| 3Y | +61.8% | -2.5% | +64.3% | +61.0% |
| 5Y | +56.2% | +4.1% | +52.1% | +50.4% |
| All | +120.9% | +100.6% | +20.4% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICI.
Daily Out/Under-Performance
Portfolio return minus VICI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICI 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 all: compounded portfolio wealth divided by compounded VICI 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…
all analysis · Full analysis span regression · 6 months rolling