+68.4%
SAP vs VTR
+130.0%
-61.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | +0.6% | +0.2% | +0.4% | +0.6% |
| 30D | +6.5% | +5.5% | +1.1% | +6.0% |
| 3M | +12.2% | -0.9% | +13.2% | +12.3% |
| 6M | +46.1% | -0.4% | +46.5% | +46.3% |
| YTD | -1.6% | +17.0% | -18.6% | -3.6% |
| 1Y | -5.1% | +18.0% | -23.1% | -7.2% |
| 3Y | +68.4% | +127.4% | -59.0% | +47.9% |
| All | +68.4% | +130.0% | -61.6% | +47.9% |
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