+171.9%
SAP vs XEL
+151.6%
+20.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.1% | -0.3% | -3.8% | -4.0% |
| 30D | +1.1% | -3.9% | +5.0% | +2.2% |
| 3M | +26.1% | -2.8% | +28.9% | +26.9% |
| 6M | +9.8% | -5.4% | +15.2% | +11.0% |
| YTD | -13.6% | +3.8% | -17.3% | -15.2% |
| 1Y | -18.7% | +6.8% | -25.5% | -21.1% |
| 3Y | +54.1% | +45.6% | +8.5% | +33.3% |
| 5Y | +54.7% | +30.7% | +24.0% | +37.7% |
| All | +171.9% | +151.6% | +20.3% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 10y: compounded portfolio wealth divided by compounded XEL 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…
10y analysis · Full analysis span regression · 6 months rolling