+182.2%
SAP vs VMC
+155.1%
+27.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -1.2% |
| 7D | -0.3% | -0.5% | +0.3% | -0.1% |
| 30D | +2.6% | -9.1% | +11.7% | +5.5% |
| 3M | +16.3% | -4.1% | +20.4% | +17.5% |
| 6M | +6.4% | -5.5% | +11.9% | +7.6% |
| YTD | -11.4% | -8.9% | -2.5% | -9.8% |
| 1Y | -20.4% | -12.9% | -7.5% | -17.9% |
| 3Y | +56.5% | +22.1% | +34.4% | +43.9% |
| 5Y | +56.8% | +52.7% | +4.1% | +33.8% |
| All | +182.2% | +155.1% | +27.1% | +103.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling