+56.2%
SAP vs VNQ
+30.9%
+25.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | -0.3% | -0.9% | +0.6% | +0.2% |
| 30D | +0.3% | -2.2% | +2.5% | +1.4% |
| 3M | +16.9% | -1.9% | +18.8% | +18.3% |
| 6M | +6.3% | +3.2% | +3.1% | +4.9% |
| YTD | -12.4% | +9.4% | -21.8% | -16.1% |
| 1Y | -21.6% | +7.5% | -29.1% | -24.3% |
| All | +56.2% | +30.9% | +25.3% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling