+39.1%
IWM vs SAP
+55.2%
-16.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +0.1% | -2.9% | +3.0% | +1.0% |
| 30D | -1.3% | +9.0% | -10.3% | -4.2% |
| 3M | +1.6% | +14.9% | -13.3% | -3.6% |
| 6M | +13.6% | +11.9% | +1.7% | +8.1% |
| YTD | +20.8% | -9.9% | +30.7% | +24.3% |
| 1Y | +26.4% | -19.5% | +46.0% | +36.8% |
| 3Y | +60.7% | +61.8% | -1.1% | +19.8% |
| All | +39.1% | +55.2% | -16.1% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling