+179.0%
SAP vs VMC
+146.8%
+32.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.1% | -0.1% |
| 7D | -0.3% | -5.3% | +5.1% | +1.3% |
| 30D | +0.3% | -12.3% | +12.5% | +4.2% |
| 3M | +16.9% | -10.3% | +27.2% | +20.5% |
| 6M | +6.3% | -8.6% | +14.9% | +8.6% |
| YTD | -12.4% | -11.9% | -0.5% | -9.9% |
| 1Y | -21.6% | -13.9% | -7.7% | -18.9% |
| 3Y | +54.8% | +18.2% | +36.6% | +43.7% |
| 5Y | +56.2% | +47.7% | +8.4% | +34.6% |
| 10Y | +179.0% | +152.5% | +26.6% | +103.1% |
| All | +179.0% | +146.8% | +32.3% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded VMC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling