+527.5%
SAP vs XME
+179.0%
+348.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.9% |
| 7D | +1.5% | -0.2% | +1.7% | +1.3% |
| 30D | +8.8% | -9.2% | +18.0% | +12.0% |
| 3M | +12.1% | -17.8% | +29.8% | +18.9% |
| 6M | +34.6% | -20.0% | +54.6% | +42.5% |
| YTD | -2.1% | -6.6% | +4.5% | -3.2% |
| 1Y | -5.5% | +1.8% | -7.3% | -9.6% |
| 3Y | +67.4% | +98.7% | -31.3% | +22.5% |
| 5Y | +74.6% | +123.9% | -49.3% | +18.6% |
| 10Y | +224.0% | +277.9% | -53.8% | +68.2% |
| All | +527.5% | +179.0% | +348.5% | +180.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling