+814.4%
VOO vs SAP
+557.1%
+257.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +3.3% | -3.9% | +7.2% | +4.8% |
| 30D | -2.7% | +6.5% | -9.2% | -5.2% |
| 3M | -1.7% | +14.7% | -16.4% | -7.2% |
| 6M | +3.1% | +39.9% | -36.8% | -11.2% |
| YTD | +11.9% | -2.0% | +13.9% | +9.7% |
| 1Y | +12.1% | -6.0% | +18.1% | +11.8% |
| 3Y | +78.6% | +67.7% | +10.9% | +35.5% |
| 5Y | +73.8% | +78.8% | -5.0% | +25.4% |
| 10Y | +312.3% | +229.3% | +83.0% | +116.8% |
| All | +814.4% | +557.1% | +257.3% | +232.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling