+70.8%
SAP vs RVTY
-7.4%
+78.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -7.0% | -4.8% |
| 7D | -0.7% | -1.2% | +0.5% | -0.6% |
| 30D | +11.1% | +1.0% | +10.1% | +10.4% |
| 3M | +17.0% | +35.8% | -18.8% | +7.5% |
| 6M | +34.8% | +56.7% | -21.9% | +18.5% |
| YTD | -2.2% | +60.7% | -62.9% | -15.2% |
| 1Y | -6.4% | +73.7% | -80.1% | -20.7% |
| 3Y | +75.1% | +82.8% | -7.6% | +40.0% |
| All | +70.8% | -7.4% | +78.2% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling