+70.8%
SAP vs ROIV
+378.2%
-307.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.2% | -10.3% | -4.7% |
| 7D | -0.7% | +5.3% | -6.0% | -1.2% |
| 30D | +11.1% | +11.9% | -0.8% | +9.9% |
| 3M | +17.0% | +10.7% | +6.3% | +15.7% |
| 6M | +34.8% | +34.9% | -0.1% | +30.4% |
| YTD | -2.2% | +79.2% | -81.4% | -8.2% |
| 1Y | -6.4% | +89.0% | -95.5% | -12.7% |
| 3Y | +75.1% | +337.3% | -262.2% | +50.0% |
| All | +70.8% | +378.2% | -307.4% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling