+1,863.3%
SAP vs VTR
+1,499.7%
+363.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.4% |
| 7D | -2.9% | -1.7% | -1.2% | -2.5% |
| 30D | +9.0% | -2.4% | +11.5% | +9.5% |
| 3M | +14.9% | +14.8% | +0.2% | +11.2% |
| 6M | +11.9% | +5.3% | +6.6% | +10.1% |
| YTD | -9.9% | +18.1% | -28.0% | -13.8% |
| 1Y | -19.5% | +36.7% | -56.3% | -25.7% |
| 3Y | +61.8% | +130.1% | -68.3% | +31.3% |
| 5Y | +56.2% | +89.5% | -33.3% | +31.1% |
| 10Y | +180.6% | +87.4% | +93.2% | +117.7% |
| All | +1,863.3% | +1,499.7% | +363.6% | +773.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling