+547.9%
SAP vs XHB
+175.0%
+372.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -2.5% | -4.1% | +1.6% | -0.7% |
| 30D | +7.5% | +9.6% | -2.2% | +3.0% |
| 3M | +11.6% | -6.0% | +17.7% | +14.4% |
| 6M | +37.6% | +2.2% | +35.4% | +35.0% |
| YTD | -2.0% | +1.1% | -3.1% | -4.3% |
| 1Y | -6.4% | -1.7% | -4.6% | -7.5% |
| 3Y | +67.7% | +36.5% | +31.2% | +39.2% |
| 5Y | +75.7% | +33.5% | +42.3% | +45.0% |
| 10Y | +229.3% | +240.9% | -11.6% | +74.7% |
| All | +547.9% | +175.0% | +372.9% | +180.6% |
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