+509.4%
SAP vs VOO
+817.1%
-307.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | +9.0% | +0.1% | +9.0% | +9.0% |
| 3M | +14.9% | +2.0% | +12.9% | +12.3% |
| 6M | +11.9% | +13.0% | -1.1% | -1.5% |
| YTD | -9.9% | +13.6% | -23.5% | -21.0% |
| 1Y | -19.5% | +20.1% | -39.6% | -33.3% |
| 3Y | +61.8% | +77.6% | -15.8% | -9.9% |
| 5Y | +56.2% | +82.4% | -26.3% | -15.5% |
| 10Y | +180.6% | +316.8% | -136.2% | -36.1% |
| All | +509.4% | +817.1% | -307.7% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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