+500.1%
VST vs SAP
+77.5%
+422.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.5% | -7.6% | -6.5% |
| 7D | -19.9% | +4.0% | -23.9% | -20.9% |
| 30D | -29.7% | +15.7% | -45.4% | -32.7% |
| 3M | -19.6% | +23.4% | -43.0% | -24.8% |
| 6M | -29.4% | +41.3% | -70.7% | -37.7% |
| YTD | -29.7% | +2.0% | -31.7% | -29.8% |
| 1Y | -40.0% | -5.1% | -35.0% | -38.1% |
| 3Y | +231.0% | +82.1% | +148.8% | +170.2% |
| 5Y | +500.1% | +77.2% | +422.9% | +359.5% |
| All | +500.1% | +77.5% | +422.6% | +359.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling