-12.0%
VST vs SAP
+35.1%
-47.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.8% |
| 7D | +10.9% | -2.5% | +13.4% | +9.7% |
| 30D | -15.6% | +7.5% | -23.1% | -12.9% |
| 3M | -7.8% | +11.6% | -19.4% | -3.1% |
| 6M | -12.0% | +37.6% | -49.6% | +4.9% |
| All | -12.0% | +35.1% | -47.1% | +4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling