+39.9%
SAP vs XE
-65.3%
+105.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | 0.0% |
| 7D | -3.9% | +25.1% | -29.0% | -3.5% |
| 30D | +6.5% | -11.5% | +18.0% | +7.2% |
| 3M | +14.7% | -44.7% | +59.3% | +15.9% |
| 6M | +39.9% | -64.5% | +104.5% | +45.2% |
| All | +39.9% | -65.3% | +105.2% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 6mo: compounded portfolio wealth divided by compounded XE 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…
6mo analysis · Full analysis span regression · 6 months rolling