+489.2%
SAP vs VIG
+655.8%
-166.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.7% |
| 7D | -2.5% | -0.3% | -2.1% | -2.3% |
| 30D | +7.5% | +4.9% | +2.5% | +2.0% |
| 3M | +11.6% | +2.9% | +8.7% | +8.1% |
| 6M | +37.6% | +11.2% | +26.4% | +22.8% |
| YTD | -2.0% | +16.0% | -17.9% | -16.4% |
| 1Y | -6.4% | +17.0% | -23.3% | -20.9% |
| 3Y | +67.7% | +66.9% | +0.8% | -2.8% |
| 5Y | +75.7% | +65.8% | +9.9% | +2.8% |
| 10Y | +229.3% | +263.6% | -34.3% | -17.4% |
| All | +489.2% | +655.8% | -166.7% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling