+214.8%
SAP vs RVTY
+206.3%
+8.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -7.0% | -5.0% |
| 7D | -0.7% | -1.2% | +0.5% | -0.6% |
| 30D | +11.1% | +1.0% | +10.1% | +10.2% |
| 3M | +17.0% | +35.8% | -18.8% | +4.8% |
| 6M | +34.8% | +56.7% | -21.9% | +14.2% |
| YTD | -2.2% | +60.7% | -62.9% | -18.6% |
| 1Y | -6.4% | +73.7% | -80.1% | -24.4% |
| 3Y | +75.1% | +82.8% | -7.6% | +32.0% |
| 5Y | +69.8% | -7.0% | +76.8% | +64.0% |
| All | +214.8% | +206.3% | +8.5% | +84.9% |
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