-19.5%
SAP vs VTR
+36.9%
-56.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -1.1% |
| 7D | -2.9% | -1.7% | -1.2% | -3.0% |
| 30D | +9.0% | -2.4% | +11.5% | +8.8% |
| 3M | +14.9% | +14.8% | +0.2% | +20.1% |
| 6M | +11.9% | +5.3% | +6.6% | +14.0% |
| YTD | -9.9% | +18.1% | -28.0% | -5.5% |
| 1Y | -19.5% | +36.7% | -56.3% | -14.7% |
| All | -19.5% | +36.9% | -56.4% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling