+64.1%
IWM vs SAP
+62.3%
+1.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +0.1% | -2.9% | +3.0% | +0.7% |
| 30D | -1.3% | +9.0% | -10.3% | -3.2% |
| 3M | +1.6% | +14.9% | -13.3% | -1.4% |
| 6M | +13.6% | +11.9% | +1.7% | +10.6% |
| YTD | +20.8% | -9.9% | +30.7% | +24.9% |
| 1Y | +26.4% | -19.5% | +46.0% | +36.2% |
| All | +64.1% | +62.3% | +1.9% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling