+108.7%
SAP vs ROIV
+280.9%
-172.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.3% |
| 7D | -3.9% | +9.2% | -13.1% | -4.6% |
| 30D | +6.5% | +19.9% | -13.4% | +4.9% |
| 3M | +14.7% | +10.6% | +4.1% | +13.4% |
| 6M | +39.9% | +36.1% | +3.9% | +35.5% |
| YTD | -2.0% | +84.3% | -86.3% | -7.9% |
| 1Y | -6.0% | +87.6% | -93.6% | -11.9% |
| 3Y | +67.7% | +353.9% | -286.2% | +44.4% |
| 5Y | +78.8% | +376.1% | -297.3% | +42.3% |
| All | +108.7% | +280.9% | -172.1% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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