+224.0%
SAP vs IYR
+86.1%
+137.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.4% |
| 7D | +1.5% | +2.1% | -0.6% | +0.2% |
| 30D | +8.8% | +7.2% | +1.7% | +4.2% |
| 3M | +12.1% | +0.4% | +11.7% | +11.7% |
| 6M | +34.6% | +1.4% | +33.1% | +33.3% |
| YTD | -2.1% | +11.3% | -13.5% | -8.7% |
| 1Y | -5.5% | +10.5% | -16.0% | -11.5% |
| 3Y | +67.4% | +41.7% | +25.7% | +32.4% |
| 5Y | +74.6% | +7.1% | +67.5% | +63.6% |
| 10Y | +224.0% | +89.1% | +135.0% | +116.9% |
| All | +224.0% | +86.1% | +137.9% | +116.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling