+769.3%
VST vs SAP
+55.2%
+714.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.8% |
| 7D | +8.9% | -2.9% | +11.8% | +9.8% |
| 30D | +6.2% | +9.0% | -2.8% | +3.1% |
| 3M | -2.7% | +14.9% | -17.7% | -7.4% |
| 6M | -8.4% | +11.9% | -20.3% | -12.4% |
| YTD | -7.2% | -9.9% | +2.7% | -3.6% |
| 1Y | -20.9% | -19.5% | -1.4% | -13.9% |
| 3Y | +384.0% | +61.8% | +322.2% | +303.6% |
| All | +769.3% | +55.2% | +714.1% | +582.2% |
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 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