+68.1%
SAP vs RVMD
+620.8%
-552.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.3% |
| 7D | -5.1% | -3.6% | -1.5% | -4.7% |
| 30D | -1.8% | -1.1% | -0.7% | -1.7% |
| 3M | +20.9% | +41.0% | -20.1% | +16.1% |
| 6M | +7.0% | +105.7% | -98.7% | -2.4% |
| YTD | -13.7% | +155.3% | -169.0% | -23.9% |
| 1Y | -19.6% | +402.7% | -422.3% | -34.8% |
| 3Y | +52.4% | +533.1% | -480.7% | +15.9% |
| 5Y | +54.4% | +583.5% | -529.1% | +9.3% |
| All | +68.1% | +620.8% | -552.8% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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