+171.3%
SAP vs VNQ
+62.8%
+108.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.0% |
| 7D | -5.1% | -2.6% | -2.5% | -3.6% |
| 30D | -1.8% | -2.3% | +0.6% | -0.4% |
| 3M | +20.9% | -2.8% | +23.7% | +23.2% |
| 6M | +7.0% | +2.5% | +4.5% | +5.4% |
| YTD | -13.7% | +8.4% | -22.2% | -18.1% |
| 1Y | -19.6% | +6.8% | -26.3% | -22.9% |
| 3Y | +52.4% | +29.9% | +22.5% | +28.0% |
| 5Y | +54.4% | +7.2% | +47.2% | +45.1% |
| All | +171.3% | +62.8% | +108.5% | +100.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling