+235.4%
SAP price history and return analytics
+222.7%
+12.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.6% |
| 7D | -3.9% | +2.9% | -6.8% | -6.7% |
| 30D | +6.5% | -2.5% | +9.0% | +8.9% |
| 3M | +14.7% | -3.3% | +18.0% | +18.2% |
| 6M | +39.9% | +1.5% | +38.4% | +36.1% |
| YTD | -2.0% | +11.4% | -13.3% | -13.7% |
| 1Y | -6.0% | +11.9% | -17.9% | -17.7% |
| 3Y | +67.7% | +73.9% | -6.2% | -8.0% |
| 5Y | +78.8% | +57.9% | +20.9% | +8.8% |
| All | +235.4% | +222.7% | +12.7% | -0.8% |
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