+808.3%
IWM vs SAP
+631.2%
+177.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +0.1% | -2.9% | +3.0% | +1.1% |
| 30D | -1.3% | +9.0% | -10.3% | -4.6% |
| 3M | +1.6% | +14.9% | -13.3% | -4.7% |
| 6M | +13.6% | +11.9% | +1.7% | +6.5% |
| YTD | +20.8% | -9.9% | +30.7% | +21.8% |
| 1Y | +26.4% | -19.5% | +46.0% | +33.0% |
| 3Y | +60.7% | +61.8% | -1.1% | +26.7% |
| 5Y | +38.2% | +56.2% | -18.0% | +9.0% |
| 10Y | +169.5% | +180.6% | -11.1% | +65.4% |
| All | +808.3% | +631.2% | +177.1% | +238.6% |
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