-6.4%
SAP vs VLTO
+18.3%
-24.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.4% |
| 7D | -0.7% | +5.4% | -6.1% | -3.3% |
| 30D | +11.1% | +22.3% | -11.2% | -0.3% |
| 3M | +17.0% | +19.6% | -2.6% | +6.2% |
| 6M | +34.8% | +35.2% | -0.3% | +16.4% |
| YTD | -2.2% | +17.9% | -20.1% | -12.1% |
| 1Y | -6.4% | +19.5% | -26.0% | -15.8% |
| All | -6.4% | +18.3% | -24.7% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling