+75.7%
SAP vs VTR
+94.8%
-19.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -2.5% | +1.4% | -3.8% | -2.8% |
| 30D | +7.5% | +8.2% | -0.8% | +5.5% |
| 3M | +11.6% | +4.6% | +7.0% | +10.3% |
| 6M | +37.6% | +4.3% | +33.3% | +35.8% |
| YTD | -2.0% | +19.0% | -21.0% | -6.8% |
| 1Y | -6.4% | +21.6% | -28.0% | -11.7% |
| 3Y | +67.7% | +132.2% | -64.5% | +28.4% |
| 5Y | +75.7% | +94.4% | -18.7% | +37.5% |
| All | +75.7% | +94.8% | -19.1% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling