+14.8%
VOO vs SAP
-5.6%
+20.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | +1.3% |
| 7D | -0.7% | +1.3% | -2.0% | -0.8% |
| 30D | -1.1% | +15.5% | -16.6% | -2.1% |
| 3M | -0.3% | +22.8% | -23.1% | -1.8% |
| 6M | +7.4% | +42.5% | -35.1% | +4.8% |
| YTD | +13.4% | +0.5% | +12.8% | +14.9% |
| 1Y | +14.8% | -5.9% | +20.7% | +19.8% |
| All | +14.8% | -5.6% | +20.4% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling