+631.2%
SAP vs VTV
+721.7%
-90.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.7% |
| 7D | -2.9% | +0.5% | -3.4% | -3.3% |
| 30D | +9.0% | +1.1% | +7.9% | +7.9% |
| 3M | +14.9% | +5.9% | +9.1% | +9.0% |
| 6M | +11.9% | +11.6% | +0.3% | +0.9% |
| YTD | -9.9% | +19.8% | -29.7% | -23.9% |
| 1Y | -19.5% | +26.2% | -45.8% | -35.2% |
| 3Y | +61.8% | +68.5% | -6.7% | 0.0% |
| 5Y | +56.2% | +79.9% | -23.7% | -8.7% |
| 10Y | +180.6% | +229.7% | -49.1% | -6.4% |
| All | +631.2% | +721.7% | -90.5% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling