+236.6%
SAP vs ITOT
+287.5%
-50.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.7% |
| 7D | +0.6% | +2.5% | -1.9% | -1.7% |
| 30D | +6.5% | -1.7% | +8.2% | +7.9% |
| 3M | +12.2% | -3.4% | +15.6% | +15.4% |
| 6M | +46.1% | +2.1% | +44.0% | +42.2% |
| YTD | -1.6% | +11.5% | -13.1% | -11.9% |
| 1Y | -5.1% | +13.6% | -18.7% | -16.6% |
| 3Y | +68.4% | +77.2% | -8.8% | -3.4% |
| 5Y | +79.4% | +64.4% | +15.1% | +10.3% |
| All | +236.6% | +287.5% | -50.9% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling