+178.2%
SAP vs VT
+224.5%
-46.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.9% | +0.4% | -3.3% | -3.3% |
| 30D | +9.0% | +1.0% | +8.0% | +8.0% |
| 3M | +14.9% | +2.4% | +12.6% | +11.5% |
| 6M | +11.9% | +12.0% | -0.1% | -1.5% |
| YTD | -9.9% | +15.3% | -25.2% | -23.2% |
| 1Y | -19.5% | +22.6% | -42.1% | -35.7% |
| 3Y | +61.8% | +74.7% | -12.9% | -11.1% |
| 5Y | +56.2% | +66.1% | -10.0% | -9.3% |
| All | +178.2% | +224.5% | -46.2% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling