+222.9%
SAP vs XRT
+163.3%
+59.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +0.1% |
| 7D | +1.6% | +2.5% | -0.8% | +0.5% |
| 30D | +10.5% | +10.3% | +0.2% | +5.7% |
| 3M | +15.2% | +2.4% | +12.8% | +13.7% |
| 6M | +36.7% | +10.0% | +26.7% | +30.6% |
| YTD | -0.6% | +9.5% | -10.1% | -4.8% |
| 1Y | -4.1% | +17.2% | -21.3% | -11.0% |
| 3Y | +73.2% | +62.0% | +11.3% | +37.1% |
| 5Y | +74.1% | -2.1% | +76.2% | +67.6% |
| 10Y | +222.9% | +152.6% | +70.4% | +81.1% |
| All | +222.9% | +163.3% | +59.6% | +81.1% |
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