+171.9%
SAP vs VTV
+234.5%
-62.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.4% |
| 7D | -4.1% | -1.1% | -3.0% | -3.1% |
| 30D | +1.1% | -1.0% | +2.1% | +2.0% |
| 3M | +26.1% | +4.6% | +21.5% | +21.1% |
| 6M | +9.8% | +13.5% | -3.7% | -2.1% |
| YTD | -13.6% | +18.5% | -32.1% | -26.0% |
| 1Y | -18.7% | +22.9% | -41.6% | -32.6% |
| 3Y | +54.1% | +67.8% | -13.7% | -3.7% |
| 5Y | +54.7% | +81.8% | -27.1% | -9.5% |
| All | +171.9% | +234.5% | -62.6% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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