+2,233.8%
SAP vs XEL
+1,234.5%
+999.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -2.9% | -1.0% | -1.9% | -2.6% |
| 30D | +9.0% | -1.9% | +10.9% | +9.6% |
| 3M | +14.9% | -1.9% | +16.8% | +15.4% |
| 6M | +11.9% | -7.4% | +19.3% | +13.9% |
| YTD | -9.9% | +4.1% | -14.0% | -11.6% |
| 1Y | -19.5% | +8.0% | -27.6% | -22.0% |
| 3Y | +61.8% | +48.4% | +13.4% | +40.6% |
| 5Y | +56.2% | +27.2% | +28.9% | +41.0% |
| 10Y | +180.6% | +146.8% | +33.8% | +105.0% |
| All | +2,233.8% | +1,234.5% | +999.3% | +886.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling