+222.9%
SAP vs XLB
+173.6%
+49.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.4% |
| 7D | +1.6% | -1.4% | +3.0% | +2.5% |
| 30D | +10.5% | +7.1% | +3.4% | +5.5% |
| 3M | +15.2% | +0.6% | +14.6% | +14.5% |
| 6M | +36.7% | +3.5% | +33.2% | +32.7% |
| YTD | -0.6% | +18.2% | -18.8% | -12.7% |
| 1Y | -4.1% | +25.6% | -29.7% | -19.4% |
| 3Y | +73.2% | +46.7% | +26.6% | +29.0% |
| 5Y | +74.1% | +30.9% | +43.2% | +39.4% |
| 10Y | +222.9% | +167.7% | +55.2% | +58.6% |
| All | +222.9% | +173.6% | +49.3% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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