+738.6%
IVV vs SAP
+705.5%
+33.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.5% | +1.7% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | -5.4% | +11.1% | -16.5% | -8.7% |
| 3M | -4.1% | +17.0% | -21.1% | -9.3% |
| 6M | +0.7% | +34.8% | -34.1% | -10.2% |
| YTD | +8.7% | -2.2% | +11.0% | +6.6% |
| 1Y | +11.0% | -6.4% | +17.4% | +10.4% |
| 3Y | +75.4% | +75.1% | +0.3% | +39.1% |
| 5Y | +68.3% | +69.8% | -1.5% | +33.0% |
| 10Y | +315.5% | +219.8% | +95.7% | +160.2% |
| All | +738.6% | +705.5% | +33.1% | +230.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling