+78.8%
SAP vs XRT
-4.1%
+82.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.8% |
| 7D | -3.9% | -0.4% | -3.4% | -3.7% |
| 30D | +6.5% | +7.5% | -1.0% | +2.9% |
| 3M | +14.7% | +2.3% | +12.3% | +13.2% |
| 6M | +39.9% | +12.8% | +27.1% | +32.1% |
| YTD | -2.0% | +7.1% | -9.0% | -5.3% |
| 1Y | -6.0% | +12.3% | -18.3% | -11.2% |
| 3Y | +67.7% | +57.0% | +10.7% | +33.7% |
| 5Y | +78.8% | -4.3% | +83.1% | +64.1% |
| All | +78.8% | -4.1% | +82.9% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling