+707.0%
SAP vs VO
+822.3%
-115.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | -0.7% |
| 7D | +1.6% | -0.1% | +1.8% | +1.6% |
| 30D | +10.5% | +0.5% | +10.0% | +9.9% |
| 3M | +15.2% | -1.0% | +16.2% | +15.9% |
| 6M | +36.7% | +6.4% | +30.3% | +29.1% |
| YTD | -0.6% | +13.6% | -14.2% | -11.4% |
| 1Y | -4.1% | +14.5% | -18.6% | -15.2% |
| 3Y | +73.2% | +67.2% | +6.0% | +10.1% |
| 5Y | +74.1% | +36.1% | +38.0% | +31.7% |
| 10Y | +222.9% | +199.3% | +23.6% | +22.6% |
| All | +707.0% | +822.3% | -115.3% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling