-5.1%
SAP vs XYZ
+29.4%
-34.5%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.5% | -0.5% |
| 7D | +0.6% | -1.1% | +1.7% | +0.9% |
| 30D | +6.5% | +11.5% | -5.0% | +2.6% |
| 3M | +12.2% | +1.8% | +10.4% | +11.1% |
| 6M | +46.1% | +21.2% | +24.9% | +37.1% |
| YTD | -1.6% | +29.9% | -31.6% | -7.9% |
| 1Y | -5.1% | +35.8% | -40.9% | -11.8% |
| All | -5.1% | +29.4% | -34.5% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling