+62.4%
SAP vs XRT
+41.8%
+20.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.3% |
| 7D | -2.9% | +0.8% | -3.7% | -3.2% |
| 30D | +9.0% | -4.2% | +13.2% | +11.0% |
| 3M | +14.9% | +5.1% | +9.9% | +12.6% |
| 6M | +11.9% | +2.4% | +9.5% | +10.6% |
| YTD | -9.9% | +3.2% | -13.1% | -11.2% |
| 1Y | -19.5% | +1.5% | -21.1% | -20.3% |
| All | +62.4% | +41.8% | +20.6% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling