+70.8%
SAP vs XHB
+33.2%
+37.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.5% |
| 7D | -0.7% | +1.3% | -2.0% | -1.3% |
| 30D | +11.1% | +7.8% | +3.3% | +7.5% |
| 3M | +17.0% | -5.5% | +22.5% | +19.5% |
| 6M | +34.8% | -2.6% | +37.4% | +35.1% |
| YTD | -2.2% | +0.4% | -2.6% | -4.2% |
| 1Y | -6.4% | -1.0% | -5.5% | -7.9% |
| 3Y | +75.1% | +37.3% | +37.8% | +38.6% |
| All | +70.8% | +33.2% | +37.6% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling