+56.4%
SAP vs XME
+176.2%
-119.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | +9.0% | +6.0% | +3.0% | +7.3% |
| 3M | +14.9% | -7.7% | +22.7% | +17.0% |
| 6M | +11.9% | +1.0% | +10.9% | +10.5% |
| YTD | -9.9% | +14.6% | -24.5% | -15.1% |
| 1Y | -19.5% | +46.0% | -65.5% | -30.5% |
| 3Y | +61.8% | +127.0% | -65.2% | +17.2% |
| All | +56.4% | +176.2% | -119.8% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling