+176.2%
SAP vs XME
+401.9%
-225.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.0% |
| 7D | -0.3% | +3.6% | -3.9% | -1.4% |
| 30D | +2.6% | +3.6% | -1.1% | +1.3% |
| 3M | +16.3% | +1.2% | +15.0% | +15.1% |
| 6M | +6.4% | +9.0% | -2.7% | +2.0% |
| YTD | -11.4% | +15.9% | -27.3% | -17.5% |
| 1Y | -20.4% | +43.2% | -63.6% | -31.7% |
| 3Y | +56.5% | +137.4% | -80.9% | +10.0% |
| 5Y | +56.8% | +185.0% | -128.3% | 0.0% |
| 10Y | +176.2% | +409.5% | -233.3% | +27.8% |
| All | +176.2% | +401.9% | -225.8% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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