+77.2%
SAP vs VT
+53.2%
+24.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.5% | +5.4% |
| 7D | +4.0% | -4.2% | +8.2% | +8.2% |
| 30D | +15.7% | -5.8% | +21.5% | +22.4% |
| 3M | +23.4% | -5.2% | +28.7% | +29.7% |
| 6M | +41.3% | +0.1% | +41.1% | +39.0% |
| YTD | +2.0% | +8.2% | -6.2% | -7.9% |
| 1Y | -5.1% | +10.1% | -15.2% | -15.9% |
| 3Y | +82.1% | +69.7% | +12.5% | 0.0% |
| 5Y | +77.2% | +53.4% | +23.8% | +6.6% |
| All | +77.2% | +53.2% | +24.0% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling