+179.0%
SAP vs XYZ
+580.4%
-401.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -0.3% | -3.7% | +3.4% | +0.6% |
| 30D | +0.3% | +0.5% | -0.2% | +0.1% |
| 3M | +16.9% | +16.3% | +0.6% | +13.0% |
| 6M | +6.3% | +21.1% | -14.8% | +1.7% |
| YTD | -12.4% | +22.0% | -34.4% | -16.8% |
| 1Y | -21.6% | +5.2% | -26.8% | -23.5% |
| 3Y | +54.8% | +49.6% | +5.2% | +32.7% |
| 5Y | +56.2% | -68.4% | +124.6% | +72.8% |
| 10Y | +179.0% | +604.5% | -425.5% | +60.7% |
| All | +179.0% | +580.4% | -401.3% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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