+236.6%
SAP vs XYZ
+597.9%
-361.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.5% | -0.3% |
| 7D | +0.6% | -1.1% | +1.7% | +0.8% |
| 30D | +6.5% | +11.5% | -5.0% | +3.7% |
| 3M | +12.2% | +1.8% | +10.4% | +11.3% |
| 6M | +46.1% | +21.2% | +24.9% | +39.3% |
| YTD | -1.6% | +29.9% | -31.6% | -8.2% |
| 1Y | -5.1% | +35.8% | -40.9% | -12.4% |
| 3Y | +68.4% | +62.6% | +5.8% | +41.8% |
| 5Y | +79.4% | -62.8% | +142.2% | +91.2% |
| All | +236.6% | +597.9% | -361.3% | +92.0% |
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