+1,142.3%
VST vs SAP
+231.4%
+910.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +10.9% | -2.5% | +13.4% | +11.6% |
| 30D | -15.6% | +7.5% | -23.1% | -18.1% |
| 3M | -7.8% | +11.6% | -19.4% | -12.0% |
| 6M | -12.0% | +37.6% | -49.6% | -23.4% |
| YTD | -16.9% | -2.0% | -15.0% | -18.2% |
| 1Y | -25.1% | -6.4% | -18.7% | -24.9% |
| 3Y | +297.1% | +67.7% | +229.4% | +219.2% |
| 5Y | +641.9% | +75.7% | +566.2% | +471.7% |
| 10Y | +1,142.3% | +229.3% | +913.0% | +681.2% |
| All | +1,142.3% | +231.4% | +910.9% | +681.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling