+166.9%
IWM vs SAP
+173.6%
-6.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.2% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | -2.3% | +2.6% | -4.9% | -3.5% |
| 3M | +4.0% | +16.3% | -12.3% | -3.3% |
| 6M | +17.9% | +6.4% | +11.6% | +12.9% |
| YTD | +20.2% | -11.4% | +31.6% | +23.3% |
| 1Y | +25.0% | -20.4% | +45.4% | +34.5% |
| 3Y | +66.0% | +56.5% | +9.5% | +25.5% |
| 5Y | +40.0% | +56.8% | -16.7% | +2.9% |
| 10Y | +166.9% | +176.2% | -9.3% | +42.7% |
| All | +166.9% | +173.6% | -6.8% | +42.7% |
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