+2,432.7%
SAP vs VMC
+2,450.7%
-18.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.3% |
| 3M | +17.0% | +0.6% | +16.5% | +16.5% |
| 6M | +34.8% | -4.0% | +38.9% | +35.8% |
| YTD | -2.2% | -0.3% | -1.9% | -3.5% |
| 1Y | -6.4% | -0.5% | -5.9% | -7.6% |
| 3Y | +75.1% | +39.6% | +35.6% | +51.1% |
| 5Y | +69.8% | +50.1% | +19.8% | +41.4% |
| 10Y | +219.8% | +163.9% | +55.9% | +100.3% |
| All | +2,432.7% | +2,450.7% | -18.0% | +396.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling