+70.8%
SAP vs XME
+110.8%
-40.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.4% | -7.5% | -4.9% |
| 7D | -0.7% | -4.5% | +3.8% | +0.3% |
| 30D | +11.1% | -10.9% | +22.0% | +13.8% |
| 3M | +17.0% | -15.3% | +32.3% | +21.1% |
| 6M | +34.8% | -24.6% | +59.5% | +43.1% |
| YTD | -2.2% | -9.6% | +7.4% | -2.8% |
| 1Y | -6.4% | +2.9% | -9.4% | -11.0% |
| 3Y | +75.1% | +86.9% | -11.8% | +31.8% |
| All | +70.8% | +110.8% | -40.0% | +18.1% |
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