+161.6%
IWM vs SAP
+216.8%
-55.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +2.6% |
| 7D | -2.0% | -0.7% | -1.4% | -1.9% |
| 30D | -1.5% | +11.1% | -12.5% | -5.7% |
| 3M | -8.0% | +17.0% | -25.0% | -14.1% |
| 6M | -4.1% | +34.8% | -38.9% | -16.7% |
| YTD | +11.9% | -2.2% | +14.2% | +10.0% |
| 1Y | +15.0% | -6.4% | +21.5% | +15.4% |
| 3Y | +64.2% | +75.1% | -10.9% | +18.5% |
| 5Y | +20.4% | +69.8% | -49.4% | -14.3% |
| All | +161.6% | +216.8% | -55.2% | +40.8% |
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 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