+80.7%
SAP vs RVTY
-15.1%
+95.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.8% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | +6.5% | +1.5% | +5.0% | +5.7% |
| 3M | +12.2% | +31.5% | -19.2% | +3.9% |
| 6M | +46.1% | +62.7% | -16.6% | +26.9% |
| YTD | -1.6% | +60.0% | -61.6% | -14.6% |
| 1Y | -5.1% | +65.7% | -70.8% | -18.6% |
| 3Y | +68.4% | +85.2% | -16.8% | +33.6% |
| All | +80.7% | -15.1% | +95.8% | +83.0% |
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