+62.4%
SAP vs ROIV
+200.3%
-137.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | -2.9% | +0.6% | -3.5% | -3.0% |
| 30D | +9.0% | +1.0% | +8.1% | +8.9% |
| 3M | +14.9% | +18.3% | -3.3% | +12.8% |
| 6M | +11.9% | +18.3% | -6.4% | +9.6% |
| YTD | -9.9% | +61.0% | -70.9% | -14.8% |
| 1Y | -19.5% | +177.9% | -197.4% | -28.6% |
| All | +62.4% | +200.3% | -137.9% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling