+735.8%
IVV vs SAP
+740.3%
-4.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -4.9% |
| 7D | -4.8% | +4.0% | -8.8% | -6.0% |
| 30D | -5.9% | +15.7% | -21.6% | -10.4% |
| 3M | -4.5% | +23.4% | -27.9% | -11.2% |
| 6M | +1.8% | +41.3% | -39.4% | -10.5% |
| YTD | +8.4% | +2.0% | +6.4% | +4.8% |
| 1Y | +9.4% | -5.1% | +14.5% | +8.4% |
| 3Y | +75.3% | +82.1% | -6.9% | +37.3% |
| 5Y | +67.8% | +77.2% | -9.4% | +30.8% |
| 10Y | +314.2% | +233.6% | +80.5% | +155.9% |
| All | +735.8% | +740.3% | -4.5% | +225.3% |
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