-5.9%
SAP vs XRT
+18.0%
-23.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.3% | +1.3% |
| 7D | +1.3% | +8.0% | -6.7% | -2.8% |
| 30D | +15.5% | +13.0% | +2.5% | +8.1% |
| 3M | +22.8% | +1.7% | +21.1% | +21.4% |
| 6M | +42.5% | +12.6% | +29.9% | +34.0% |
| YTD | +0.5% | +10.7% | -10.1% | -4.9% |
| 1Y | -5.9% | +18.4% | -24.3% | -13.7% |
| All | -5.9% | +18.0% | -23.9% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling