-6.4%
SAP vs RVTY
+69.5%
-75.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -7.0% | -4.5% |
| 7D | -0.7% | -1.2% | +0.5% | -0.6% |
| 30D | +11.1% | +1.0% | +10.1% | +10.6% |
| 3M | +17.0% | +35.8% | -18.8% | +10.4% |
| 6M | +34.8% | +56.7% | -21.9% | +22.4% |
| YTD | -2.2% | +60.7% | -62.9% | -11.5% |
| 1Y | -6.4% | +73.7% | -80.1% | -16.1% |
| All | -6.4% | +69.5% | -75.9% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling