+219.1%
SAP vs XYZ
+638.9%
-419.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.9% | -1.0% | -1.9% | -2.7% |
| 30D | +9.0% | -1.7% | +10.7% | +9.3% |
| 3M | +14.9% | +16.7% | -1.8% | +11.1% |
| 6M | +11.9% | +26.9% | -15.0% | +6.2% |
| YTD | -9.9% | +27.1% | -37.1% | -15.0% |
| 1Y | -19.5% | +9.3% | -28.8% | -22.0% |
| 3Y | +61.8% | +42.3% | +19.5% | +41.2% |
| 5Y | +56.2% | -69.3% | +125.5% | +72.1% |
| 10Y | +180.6% | +586.8% | -406.2% | +72.9% |
| All | +219.1% | +638.9% | -419.8% | +96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling