+56.8%
SAP vs RVMD
+570.7%
-513.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.6% |
| 7D | -0.3% | -1.2% | +1.0% | -0.1% |
| 30D | +2.6% | +1.1% | +1.5% | +2.4% |
| 3M | +16.3% | +39.6% | -23.4% | +12.3% |
| 6M | +6.4% | +110.7% | -104.3% | -2.0% |
| YTD | -11.4% | +160.3% | -171.7% | -20.9% |
| 1Y | -20.4% | +404.9% | -425.3% | -34.0% |
| 3Y | +56.5% | +545.5% | -488.9% | +22.5% |
| 5Y | +56.8% | +584.7% | -527.9% | +13.9% |
| All | +56.8% | +570.7% | -513.9% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling