+62.4%
SAP vs VO
+56.6%
+5.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.7% |
| 7D | -2.9% | -0.3% | -2.6% | -2.7% |
| 30D | +9.0% | -0.3% | +9.3% | +9.3% |
| 3M | +14.9% | +2.9% | +12.0% | +12.2% |
| 6M | +11.9% | +9.3% | +2.6% | +3.7% |
| YTD | -9.9% | +14.2% | -24.1% | -19.5% |
| 1Y | -19.5% | +15.3% | -34.8% | -28.7% |
| All | +62.4% | +56.6% | +5.8% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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