+75.7%
SAP vs XEL
+48.1%
+27.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | 0.0% |
| 7D | -2.5% | +0.7% | -3.2% | -2.6% |
| 30D | +7.5% | +9.3% | -1.9% | +6.0% |
| 3M | +11.6% | +5.3% | +6.4% | +10.7% |
| 6M | +37.6% | +2.2% | +35.4% | +36.9% |
| YTD | -2.0% | +12.3% | -14.3% | -4.5% |
| 1Y | -6.4% | +3.0% | -9.4% | -7.1% |
| 3Y | +67.7% | +51.6% | +16.1% | +52.4% |
| 5Y | +75.7% | +50.0% | +25.7% | +60.3% |
| All | +75.7% | +48.1% | +27.6% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling