+15.0%
IWM vs SAP
-7.9%
+22.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +1.2% |
| 7D | -2.0% | -0.7% | -1.4% | -2.0% |
| 30D | -1.5% | +11.1% | -12.5% | -2.0% |
| 3M | -8.0% | +17.0% | -25.0% | -8.7% |
| 6M | -4.1% | +34.8% | -38.9% | -5.1% |
| YTD | +11.9% | -2.2% | +14.2% | +13.9% |
| 1Y | +15.0% | -6.4% | +21.5% | +20.7% |
| All | +15.0% | -7.9% | +22.9% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling