+289.6%
VTI vs SAP
+237.3%
+52.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +2.5% | +0.6% | +1.9% | +2.3% |
| 30D | -1.5% | +6.5% | -8.1% | -4.0% |
| 3M | -3.2% | +12.2% | -15.4% | -7.7% |
| 6M | +2.3% | +46.1% | -43.8% | -13.1% |
| YTD | +11.6% | -1.6% | +13.3% | +9.8% |
| 1Y | +13.8% | -5.1% | +18.9% | +13.6% |
| 3Y | +77.4% | +68.4% | +9.1% | +33.6% |
| 5Y | +64.6% | +79.4% | -14.9% | +17.2% |
| All | +289.6% | +237.3% | +52.3% | +101.6% |
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