+176.2%
SAP vs RVTY
+140.1%
+36.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -0.9% |
| 7D | -0.3% | +0.4% | -0.6% | -0.4% |
| 30D | +2.6% | +10.8% | -8.2% | -1.0% |
| 3M | +16.3% | +26.8% | -10.5% | +6.6% |
| 6M | +6.4% | +39.3% | -32.9% | -6.1% |
| YTD | -11.4% | +31.6% | -43.0% | -20.6% |
| 1Y | -20.4% | +47.7% | -68.1% | -31.9% |
| 3Y | +56.5% | +19.9% | +36.6% | +37.7% |
| 5Y | +56.8% | -32.3% | +89.1% | +71.8% |
| 10Y | +176.2% | +138.4% | +37.8% | +69.2% |
| All | +176.2% | +140.1% | +36.1% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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