+56.8%
SAP vs XHB
+37.2%
+19.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -0.7% |
| 7D | -0.3% | +0.2% | -0.4% | -0.3% |
| 30D | +2.6% | -9.1% | +11.7% | +6.6% |
| 3M | +16.3% | -2.3% | +18.6% | +16.7% |
| 6M | +6.4% | -4.1% | +10.5% | +7.1% |
| YTD | -11.4% | -1.7% | -9.7% | -12.3% |
| 1Y | -20.4% | -15.1% | -5.3% | -15.8% |
| 3Y | +56.5% | +26.8% | +29.7% | +29.2% |
| 5Y | +56.8% | +37.3% | +19.4% | +14.8% |
| All | +56.8% | +37.2% | +19.6% | +14.8% |
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