+222.9%
SAP vs VIG
+267.0%
-44.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | -0.7% |
| 7D | +1.6% | +0.4% | +1.2% | +1.1% |
| 30D | +10.5% | +4.3% | +6.3% | +5.9% |
| 3M | +15.2% | +2.0% | +13.1% | +12.7% |
| 6M | +36.7% | +10.2% | +26.5% | +23.8% |
| YTD | -0.6% | +14.8% | -15.3% | -13.6% |
| 1Y | -4.1% | +17.5% | -21.6% | -18.7% |
| 3Y | +73.2% | +67.4% | +5.8% | +2.9% |
| 5Y | +74.1% | +63.4% | +10.7% | +6.2% |
| 10Y | +222.9% | +259.9% | -37.0% | -11.2% |
| All | +222.9% | +267.0% | -44.1% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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