+306.5%
IVV vs SAP
+216.8%
+89.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.5% | +1.8% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | -5.4% | +11.1% | -16.5% | -9.1% |
| 3M | -4.1% | +17.0% | -21.1% | -9.9% |
| 6M | +0.7% | +34.8% | -34.1% | -11.6% |
| YTD | +8.7% | -2.2% | +11.0% | +7.2% |
| 1Y | +11.0% | -6.4% | +17.4% | +11.5% |
| 3Y | +75.4% | +75.1% | +0.3% | +30.0% |
| 5Y | +68.3% | +69.8% | -1.5% | +23.2% |
| All | +306.5% | +216.8% | +89.7% | +118.0% |
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