+179.0%
SAP vs XRT
+120.9%
+58.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.4% |
| 7D | -0.3% | -2.4% | +2.1% | +0.8% |
| 30D | +0.3% | -6.9% | +7.2% | +3.5% |
| 3M | +16.9% | -0.4% | +17.3% | +17.1% |
| 6M | +6.3% | +2.2% | +4.1% | +5.1% |
| YTD | -12.4% | -0.7% | -11.7% | -12.3% |
| 1Y | -21.6% | -2.0% | -19.6% | -21.2% |
| 3Y | +54.8% | +41.0% | +13.7% | +30.2% |
| 5Y | +56.2% | -3.3% | +59.5% | +51.2% |
| 10Y | +179.0% | +124.8% | +54.2% | +63.7% |
| All | +179.0% | +120.9% | +58.1% | +63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling