+608.6%
SAP vs ITOT
+891.2%
-282.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.1% |
| 7D | -0.3% | +0.7% | -0.9% | -0.9% |
| 30D | +2.6% | -1.1% | +3.7% | +3.7% |
| 3M | +16.3% | +3.9% | +12.4% | +11.7% |
| 6M | +6.4% | +14.7% | -8.4% | -7.3% |
| YTD | -11.4% | +13.3% | -24.8% | -21.9% |
| 1Y | -20.4% | +19.1% | -39.6% | -33.2% |
| 3Y | +56.5% | +77.3% | -20.8% | -11.1% |
| 5Y | +56.8% | +74.1% | -17.3% | -9.5% |
| 10Y | +176.2% | +293.1% | -116.9% | -28.6% |
| All | +608.6% | +891.2% | -282.5% | -34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling