+59.8%
SAP vs IYR
+31.2%
+28.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | -2.9% | -1.2% | -1.7% | -2.3% |
| 30D | +9.0% | -2.9% | +11.9% | +10.6% |
| 3M | +14.9% | +0.8% | +14.1% | +14.8% |
| 6M | +11.9% | +1.9% | +10.0% | +11.0% |
| YTD | -9.9% | +9.6% | -19.5% | -13.8% |
| 1Y | -19.5% | +8.1% | -27.6% | -22.5% |
| All | +59.8% | +31.2% | +28.6% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling