+75.5%
SAP vs RVMD
+644.5%
-569.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.9% | +1.0% | -3.9% | -3.0% |
| 30D | +9.0% | +6.4% | +2.6% | +8.2% |
| 3M | +14.9% | +34.9% | -20.0% | +10.9% |
| 6M | +11.9% | +107.6% | -95.7% | +2.0% |
| YTD | -9.9% | +163.7% | -173.6% | -20.8% |
| 1Y | -19.5% | +439.2% | -458.7% | -35.3% |
| 3Y | +61.8% | +499.2% | -437.4% | +24.0% |
| 5Y | +56.2% | +621.7% | -565.5% | +9.8% |
| All | +75.5% | +644.5% | -569.0% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling