+56.5%
SAP vs VTR
+131.6%
-75.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.6% |
| 7D | -0.3% | -2.4% | +2.1% | 0.0% |
| 30D | +2.6% | -3.7% | +6.3% | +3.0% |
| 3M | +16.3% | +13.5% | +2.7% | +15.2% |
| 6M | +6.4% | +7.2% | -0.8% | +5.8% |
| YTD | -11.4% | +17.6% | -29.0% | -13.1% |
| 1Y | -20.4% | +35.4% | -55.8% | -23.9% |
| 3Y | +56.5% | +132.8% | -76.3% | +40.7% |
| All | +56.5% | +131.6% | -75.1% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling