+897.3%
VST vs SAP
+211.6%
+685.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.5% | -7.6% | -6.6% |
| 7D | -19.9% | +4.0% | -23.9% | -21.1% |
| 30D | -29.7% | +15.7% | -45.4% | -33.2% |
| 3M | -19.6% | +23.4% | -43.0% | -25.6% |
| 6M | -29.4% | +41.3% | -70.7% | -38.9% |
| YTD | -29.7% | +2.0% | -31.7% | -31.6% |
| 1Y | -40.0% | -5.1% | -35.0% | -39.9% |
| 3Y | +231.0% | +82.1% | +148.8% | +159.5% |
| 5Y | +500.1% | +77.2% | +422.9% | +363.6% |
| 10Y | +1,004.2% | +233.6% | +770.6% | +594.8% |
| All | +897.3% | +211.6% | +685.7% | +514.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling