+75.4%
IVV vs SAP
+75.3%
+0.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.5% | +1.2% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | -5.4% | +11.1% | -16.5% | -7.5% |
| 3M | -4.1% | +17.0% | -21.1% | -7.3% |
| 6M | +0.7% | +34.8% | -34.1% | -6.1% |
| YTD | +8.7% | -2.2% | +11.0% | +10.2% |
| 1Y | +11.0% | -6.4% | +17.4% | +14.2% |
| 3Y | +75.4% | +75.1% | +0.3% | +42.8% |
| All | +75.4% | +75.3% | +0.1% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling