+495.4%
SAP vs XHB
+173.9%
+321.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -1.3% |
| 7D | -2.9% | -1.3% | -1.6% | -2.3% |
| 30D | +9.0% | -6.9% | +15.9% | +12.4% |
| 3M | +14.9% | -1.3% | +16.2% | +14.9% |
| 6M | +11.9% | -6.8% | +18.7% | +14.0% |
| YTD | -9.9% | +0.7% | -10.6% | -11.6% |
| 1Y | -19.5% | -11.2% | -8.3% | -16.7% |
| 3Y | +61.8% | +25.3% | +36.5% | +39.7% |
| 5Y | +56.2% | +37.3% | +18.9% | +27.5% |
| 10Y | +180.6% | +211.5% | -30.9% | +54.9% |
| All | +495.4% | +173.9% | +321.5% | +158.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling