+229.1%
SAP vs XHB
+257.8%
-28.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | 0.0% |
| 7D | +1.6% | +1.3% | +0.3% | +1.0% |
| 30D | +10.5% | +11.8% | -1.3% | +4.8% |
| 3M | +15.2% | -3.8% | +19.0% | +16.9% |
| 6M | +36.7% | +4.1% | +32.6% | +32.7% |
| YTD | -0.6% | +4.0% | -4.5% | -4.4% |
| 1Y | -4.1% | +1.6% | -5.7% | -6.9% |
| 3Y | +73.2% | +43.2% | +30.1% | +35.7% |
| 5Y | +74.1% | +35.8% | +38.3% | +36.7% |
| All | +229.1% | +257.8% | -28.7% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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