+67.4%
SAP vs IYR
+42.0%
+25.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.4% |
| 7D | +1.5% | +2.1% | -0.6% | +0.4% |
| 30D | +8.8% | +7.2% | +1.7% | +5.0% |
| 3M | +12.1% | +0.4% | +11.7% | +11.8% |
| 6M | +34.6% | +1.4% | +33.1% | +33.7% |
| YTD | -2.1% | +11.3% | -13.5% | -7.3% |
| 1Y | -5.5% | +10.5% | -16.0% | -10.2% |
| 3Y | +67.4% | +41.7% | +25.7% | +46.0% |
| All | +67.4% | +42.0% | +25.4% | +46.0% |
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