+2,233.8%
SAP vs RVTY
+1,813.1%
+420.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.9% | +1.1% | -4.0% | -3.3% |
| 30D | +9.0% | +13.2% | -4.2% | +4.5% |
| 3M | +14.9% | +27.2% | -12.3% | +5.3% |
| 6M | +11.9% | +32.4% | -20.5% | +0.5% |
| YTD | -9.9% | +34.9% | -44.8% | -19.8% |
| 1Y | -19.5% | +52.4% | -71.9% | -31.6% |
| 3Y | +61.8% | +12.3% | +49.5% | +46.3% |
| 5Y | +56.2% | -30.8% | +87.0% | +63.6% |
| 10Y | +180.6% | +150.7% | +29.9% | +84.3% |
| All | +2,233.8% | +1,813.1% | +420.6% | +697.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling