+229.3%
SAP vs IYR
+88.9%
+140.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.5% | -1.2% | -1.3% | -1.8% |
| 30D | +7.5% | +6.1% | +1.4% | +3.5% |
| 3M | +11.6% | +0.9% | +10.7% | +10.9% |
| 6M | +37.6% | +1.2% | +36.5% | +36.6% |
| YTD | -2.0% | +11.1% | -13.1% | -8.5% |
| 1Y | -6.4% | +9.0% | -15.3% | -11.6% |
| 3Y | +67.7% | +41.4% | +26.3% | +32.7% |
| 5Y | +75.7% | +6.7% | +69.1% | +65.2% |
| 10Y | +229.3% | +87.7% | +141.7% | +120.9% |
| All | +229.3% | +88.9% | +140.4% | +120.9% |
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