+70.8%
SAP vs VMC
+42.5%
+28.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.2% | -3.8% |
| 7D | -0.7% | +0.5% | -1.2% | -0.9% |
| 30D | +11.1% | +15.8% | -4.7% | +4.6% |
| 3M | +17.0% | +0.6% | +16.5% | +16.4% |
| 6M | +34.8% | -4.0% | +38.9% | +36.0% |
| YTD | -2.2% | -0.3% | -1.9% | -3.8% |
| 1Y | -6.4% | -0.5% | -5.9% | -8.0% |
| 3Y | +75.1% | +39.6% | +35.6% | +41.5% |
| All | +70.8% | +42.5% | +28.3% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling