-20.4%
SAP vs VMC
-11.8%
-8.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -1.4% |
| 7D | -0.3% | -0.5% | +0.3% | -0.2% |
| 30D | +2.6% | -9.1% | +11.7% | +4.5% |
| 3M | +16.3% | -4.1% | +20.4% | +17.4% |
| 6M | +6.4% | -5.5% | +11.9% | +7.0% |
| YTD | -11.4% | -8.9% | -2.5% | -9.4% |
| 1Y | -20.4% | -12.9% | -7.5% | -18.0% |
| All | -20.4% | -11.8% | -8.6% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling