+214.8%
SAP vs XLB
+170.1%
+44.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.7% |
| 7D | -0.7% | -1.5% | +0.8% | +0.3% |
| 30D | +11.1% | +6.1% | +5.0% | +6.7% |
| 3M | +17.0% | 0.0% | +17.0% | +16.8% |
| 6M | +34.8% | 0.0% | +34.9% | +34.0% |
| YTD | -2.2% | +16.0% | -18.2% | -13.0% |
| 1Y | -6.4% | +24.7% | -31.2% | -21.0% |
| 3Y | +75.1% | +40.4% | +34.8% | +34.5% |
| 5Y | +69.8% | +30.7% | +39.2% | +36.1% |
| All | +214.8% | +170.1% | +44.7% | +60.8% |
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