+91.8%
SAP vs ROIV
+232.7%
-140.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% |
| 6M | +11.9% | +18.3% | -6.4% | +9.8% |
| YTD | -9.9% | +61.0% | -70.9% | -14.2% |
| 1Y | -19.5% | +177.9% | -197.4% | -27.2% |
| 3Y | +61.8% | +199.1% | -137.3% | +43.7% |
| 5Y | +56.2% | +250.7% | -194.5% | +29.8% |
| All | +91.8% | +232.7% | -140.8% | +61.8% |
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 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