+627.7%
SAP vs IBB
+560.8%
+66.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.4% |
| 7D | -2.9% | +1.4% | -4.3% | -3.8% |
| 30D | +9.0% | +10.5% | -1.5% | +2.3% |
| 3M | +14.9% | +23.6% | -8.7% | +0.5% |
| 6M | +11.9% | +22.6% | -10.7% | -2.3% |
| YTD | -9.9% | +25.7% | -35.6% | -22.8% |
| 1Y | -19.5% | +51.4% | -70.9% | -38.7% |
| 3Y | +61.8% | +64.4% | -2.6% | +14.9% |
| 5Y | +56.2% | +22.1% | +34.0% | +31.9% |
| 10Y | +180.6% | +132.5% | +48.1% | +50.5% |
| All | +627.7% | +560.8% | +66.9% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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