+1,112.0%
VST vs SAP
+216.8%
+895.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -4.1% | +14.7% | +11.8% |
| 7D | -9.8% | -0.7% | -9.1% | -10.0% |
| 30D | -25.1% | +11.1% | -36.2% | -28.2% |
| 3M | -11.6% | +17.0% | -28.6% | -17.0% |
| 6M | -20.9% | +34.8% | -55.8% | -30.6% |
| YTD | -22.3% | -2.2% | -20.1% | -23.5% |
| 1Y | -32.0% | -6.4% | -25.6% | -31.9% |
| 3Y | +262.4% | +75.1% | +187.2% | +186.8% |
| 5Y | +563.4% | +69.8% | +493.5% | +418.0% |
| All | +1,112.0% | +216.8% | +895.2% | +688.4% |
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