+310.3%
IVV vs SAP
+237.3%
+73.0%
-33.9%
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 | +2.6% | +0.6% | +1.9% | +2.3% |
| 30D | -2.0% | +6.5% | -8.5% | -4.4% |
| 3M | -2.8% | +12.2% | -15.0% | -7.2% |
| 6M | +2.2% | +46.1% | -43.9% | -13.1% |
| YTD | +11.5% | -1.6% | +13.1% | +9.7% |
| 1Y | +13.5% | -5.1% | +18.6% | +13.4% |
| 3Y | +78.1% | +68.4% | +9.7% | +34.4% |
| 5Y | +73.1% | +79.4% | -6.3% | +23.6% |
| All | +310.3% | +237.3% | +73.0% | +113.0% |
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