-19.6%
SAP vs RVMD
+396.9%
-416.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.4% |
| 7D | -5.1% | -3.6% | -1.5% | -5.0% |
| 30D | -1.8% | -1.1% | -0.7% | -1.8% |
| 3M | +20.9% | +41.0% | -20.1% | +18.3% |
| 6M | +7.0% | +105.7% | -98.7% | +1.9% |
| YTD | -13.7% | +155.3% | -169.0% | -19.5% |
| 1Y | -19.6% | +402.7% | -422.3% | -24.9% |
| All | -19.6% | +396.9% | -416.5% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling