+526.1%
SAP vs VT
+345.0%
+181.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.5% | +5.3% |
| 7D | +4.0% | -4.2% | +8.2% | +8.1% |
| 30D | +15.7% | -5.8% | +21.5% | +22.2% |
| 3M | +23.4% | -5.2% | +28.7% | +29.5% |
| 6M | +41.3% | +0.1% | +41.1% | +39.5% |
| YTD | +2.0% | +8.2% | -6.2% | -6.8% |
| 1Y | -5.1% | +10.1% | -15.2% | -14.7% |
| 3Y | +82.1% | +69.7% | +12.5% | +8.0% |
| 5Y | +77.2% | +53.4% | +23.8% | +16.5% |
| 10Y | +233.6% | +219.2% | +14.4% | +11.8% |
| All | +526.1% | +345.0% | +181.1% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling