+179.0%
SAP vs IYR
+65.1%
+113.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.4% |
| 7D | -0.3% | -0.9% | +0.7% | +0.3% |
| 30D | +0.3% | -2.4% | +2.6% | +1.8% |
| 3M | +16.9% | -2.0% | +18.9% | +18.6% |
| 6M | +6.3% | +2.5% | +3.9% | +4.8% |
| YTD | -12.4% | +8.3% | -20.7% | -16.9% |
| 1Y | -21.6% | +6.5% | -28.1% | -24.9% |
| 3Y | +54.8% | +29.3% | +25.4% | +29.6% |
| 5Y | +56.2% | +5.7% | +50.5% | +47.7% |
| 10Y | +179.0% | +69.2% | +109.8% | +98.4% |
| All | +179.0% | +65.1% | +113.9% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded IYR 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling