+938.9%
VTI vs SAP
+913.3%
+25.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.6% |
| 6M | +2.3% | +46.1% | -43.8% | -12.7% |
| YTD | +11.6% | -1.6% | +13.3% | +8.9% |
| 1Y | +13.8% | -5.1% | +18.9% | +12.5% |
| 3Y | +77.4% | +68.4% | +9.1% | +38.2% |
| 5Y | +64.6% | +79.4% | -14.9% | +23.1% |
| 10Y | +290.6% | +230.5% | +60.1% | +124.1% |
| All | +938.9% | +913.3% | +25.6% | +261.8% |
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