+1,058.9%
VST vs SAP
+199.1%
+859.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.6% |
| 7D | -6.0% | +1.5% | -7.5% | -6.9% |
| 30D | -18.8% | +8.8% | -27.6% | -21.5% |
| 3M | -8.0% | +12.1% | -20.1% | -12.3% |
| 6M | -10.9% | +34.6% | -45.5% | -21.7% |
| YTD | -18.3% | -2.1% | -16.2% | -19.6% |
| 1Y | -29.9% | -5.5% | -24.4% | -30.0% |
| 3Y | +290.3% | +67.4% | +222.9% | +214.5% |
| 5Y | +635.3% | +74.6% | +560.7% | +469.0% |
| 10Y | +1,162.4% | +224.0% | +938.3% | +705.0% |
| All | +1,058.9% | +199.1% | +859.8% | +622.1% |
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