+222.9%
SAP price history and return analytics
+223.7%
-0.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | -0.9% |
| 7D | +1.6% | +0.4% | +1.3% | +1.0% |
| 30D | +10.5% | -2.6% | +13.1% | +13.2% |
| 3M | +15.2% | -3.2% | +18.4% | +18.6% |
| 6M | +36.7% | +0.9% | +35.7% | +33.7% |
| YTD | -0.6% | +11.3% | -11.9% | -12.5% |
| 1Y | -4.1% | +14.0% | -18.1% | -17.8% |
| 3Y | +73.2% | +75.8% | -2.6% | -6.0% |
| 5Y | +74.1% | +57.8% | +16.3% | +6.0% |
| 10Y | +222.9% | +219.8% | +3.1% | -5.8% |
| All | +222.9% | +223.7% | -0.8% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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