+494.1%
SAP vs IYR
+700.6%
-206.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.6% |
| 6M | +11.9% | +1.9% | +10.0% | +10.8% |
| YTD | -9.9% | +9.6% | -19.5% | -14.3% |
| 1Y | -19.5% | +8.1% | -27.6% | -22.9% |
| 3Y | +61.8% | +29.2% | +32.6% | +40.1% |
| 5Y | +56.2% | +4.3% | +51.9% | +50.6% |
| 10Y | +180.6% | +64.7% | +115.9% | +111.8% |
| All | +494.1% | +700.6% | -206.4% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling