+294.5%
VTI vs SAP
+175.6%
+118.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | 0.0% |
| 7D | -2.0% | -5.1% | +3.1% | -0.1% |
| 30D | -1.9% | -1.8% | -0.2% | -1.5% |
| 3M | +4.5% | +20.9% | -16.4% | -3.8% |
| 6M | +12.6% | +7.0% | +5.6% | +7.9% |
| YTD | +12.0% | -13.7% | +25.7% | +16.0% |
| 1Y | +17.3% | -19.6% | +36.9% | +25.0% |
| 3Y | +75.3% | +52.4% | +22.9% | +37.0% |
| 5Y | +74.0% | +54.4% | +19.6% | +31.5% |
| All | +294.5% | +175.6% | +118.9% | +121.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling