+80.7%
SAP vs VO
+36.2%
+44.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.3% |
| 7D | +0.6% | +3.1% | -2.5% | -2.0% |
| 30D | +6.5% | +2.2% | +4.3% | +4.4% |
| 3M | +12.2% | -2.5% | +14.7% | +14.5% |
| 6M | +46.1% | +7.0% | +39.1% | +37.3% |
| YTD | -1.6% | +14.0% | -15.6% | -12.7% |
| 1Y | -5.1% | +15.6% | -20.8% | -16.8% |
| 3Y | +68.4% | +66.2% | +2.2% | +6.7% |
| All | +80.7% | +36.2% | +44.5% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling