+741.9%
IWM vs SAP
+693.5%
+48.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +2.5% |
| 7D | -2.0% | -0.7% | -1.4% | -1.9% |
| 30D | -1.5% | +11.1% | -12.5% | -5.4% |
| 3M | -8.0% | +17.0% | -25.0% | -13.7% |
| 6M | -4.1% | +34.8% | -38.9% | -16.0% |
| YTD | +11.9% | -2.2% | +14.2% | +9.1% |
| 1Y | +15.0% | -6.4% | +21.5% | +14.1% |
| 3Y | +64.2% | +75.1% | -10.9% | +25.5% |
| 5Y | +20.4% | +69.8% | -49.4% | -8.1% |
| 10Y | +168.0% | +219.8% | -51.9% | +56.3% |
| All | +741.9% | +693.5% | +48.4% | +203.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling