+224.0%
SAP vs VIG
+259.6%
-35.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.8% |
| 7D | +1.5% | +1.0% | +0.5% | +0.4% |
| 30D | +8.8% | +4.5% | +4.3% | +3.9% |
| 3M | +12.1% | +2.1% | +10.0% | +9.6% |
| 6M | +34.6% | +10.5% | +24.1% | +21.6% |
| YTD | -2.1% | +15.1% | -17.2% | -15.2% |
| 1Y | -5.5% | +16.9% | -22.4% | -19.5% |
| 3Y | +67.4% | +65.6% | +1.9% | +0.6% |
| 5Y | +74.6% | +64.4% | +10.2% | +5.8% |
| 10Y | +224.0% | +260.6% | -36.6% | -10.2% |
| All | +224.0% | +259.6% | -35.6% | -10.2% |
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