+2,448.5%
SAP vs XEL
+1,349.9%
+1,098.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | +0.6% | +2.4% | -1.8% | -0.1% |
| 30D | +6.5% | +8.3% | -1.8% | +4.1% |
| 3M | +12.2% | +4.2% | +8.1% | +10.8% |
| 6M | +46.1% | +3.7% | +42.3% | +44.0% |
| YTD | -1.6% | +13.1% | -14.7% | -5.8% |
| 1Y | -5.1% | +5.0% | -10.1% | -7.2% |
| 3Y | +68.4% | +55.0% | +13.4% | +44.6% |
| 5Y | +79.4% | +51.8% | +27.6% | +53.8% |
| 10Y | +230.5% | +185.6% | +44.9% | +131.6% |
| All | +2,448.5% | +1,349.9% | +1,098.6% | +951.4% |
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