+171.9%
SAP vs VNQ
+64.0%
+107.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 7D | -4.1% | -1.3% | -2.8% | -3.3% |
| 30D | +1.1% | -2.6% | +3.7% | +2.7% |
| 3M | +26.1% | -2.0% | +28.1% | +27.9% |
| 6M | +9.8% | +4.3% | +5.5% | +7.0% |
| YTD | -13.6% | +9.2% | -22.8% | -18.3% |
| 1Y | -18.7% | +5.6% | -24.3% | -21.5% |
| 3Y | +54.1% | +30.8% | +23.3% | +28.9% |
| 5Y | +54.7% | +8.0% | +46.8% | +44.8% |
| All | +171.9% | +64.0% | +107.8% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded VNQ 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling