+235.4%
SAP vs VTR
+132.2%
+103.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.2% |
| 7D | -3.9% | +0.7% | -4.6% | -4.0% |
| 30D | +6.5% | +6.9% | -0.4% | +4.9% |
| 3M | +14.7% | +1.3% | +13.3% | +14.2% |
| 6M | +39.9% | +2.5% | +37.5% | +38.6% |
| YTD | -2.0% | +18.0% | -20.0% | -6.3% |
| 1Y | -6.0% | +19.5% | -25.5% | -10.4% |
| 3Y | +67.7% | +130.2% | -62.5% | +35.5% |
| 5Y | +78.8% | +93.8% | -15.1% | +48.4% |
| All | +235.4% | +132.2% | +103.2% | +145.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling