+117.2%
SAP vs ROIV
+248.8%
-131.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.2% | +5.7% | +1.8% |
| 7D | +4.0% | -2.4% | +6.4% | +4.2% |
| 30D | +15.7% | +3.1% | +12.6% | +15.4% |
| 3M | +23.4% | +5.8% | +17.6% | +22.5% |
| 6M | +41.3% | +29.3% | +12.0% | +37.3% |
| YTD | +2.0% | +68.8% | -66.8% | -3.5% |
| 1Y | -5.1% | +81.0% | -86.1% | -10.8% |
| 3Y | +82.1% | +294.6% | -212.5% | +58.6% |
| 5Y | +77.2% | +373.1% | -296.0% | +41.8% |
| All | +117.2% | +248.8% | -131.6% | +82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling