-4.1%
SAP vs VMC
+1.5%
-5.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.1% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | +10.5% | +18.6% | -8.0% | +6.4% |
| 3M | +15.2% | +2.0% | +13.1% | +14.4% |
| 6M | +36.7% | +2.6% | +34.1% | +35.5% |
| YTD | -0.6% | +2.3% | -2.8% | -1.3% |
| All | -4.1% | +1.5% | -5.6% | -4.1% |
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 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