+179.0%
SAP vs VIG
+241.3%
-62.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.6% |
| 7D | -0.3% | -1.2% | +0.9% | +1.0% |
| 30D | +0.3% | -2.8% | +3.1% | +3.2% |
| 3M | +16.9% | +2.5% | +14.4% | +14.2% |
| 6M | +6.3% | +8.1% | -1.8% | -1.7% |
| YTD | -12.4% | +9.6% | -22.0% | -20.2% |
| 1Y | -21.6% | +14.2% | -35.8% | -31.5% |
| 3Y | +54.8% | +56.1% | -1.3% | -1.3% |
| 5Y | +56.2% | +62.8% | -6.7% | -4.2% |
| 10Y | +179.0% | +248.2% | -69.2% | -18.5% |
| All | +179.0% | +241.3% | -62.3% | -18.5% |
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