+672.9%
SAP vs VNQ
+392.5%
+280.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -2.9% | -1.3% | -1.6% | -2.3% |
| 30D | +9.0% | -2.9% | +11.9% | +10.5% |
| 3M | +14.9% | +0.8% | +14.1% | +14.6% |
| 6M | +11.9% | +2.5% | +9.4% | +10.6% |
| YTD | -9.9% | +10.6% | -20.5% | -14.2% |
| 1Y | -19.5% | +9.1% | -28.6% | -22.9% |
| 3Y | +61.8% | +31.0% | +30.8% | +41.3% |
| 5Y | +56.2% | +4.9% | +51.3% | +50.9% |
| 10Y | +180.6% | +59.5% | +121.2% | +121.4% |
| All | +672.9% | +392.5% | +280.4% | +218.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling