+252.2%
SAP vs XYZ
+690.7%
-438.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +1.0% |
| 7D | +1.6% | +14.9% | -13.3% | -1.5% |
| 30D | +10.5% | +14.7% | -4.1% | +7.2% |
| 3M | +15.2% | +12.1% | +3.1% | +12.0% |
| 6M | +36.7% | +18.3% | +18.4% | +31.3% |
| YTD | -0.6% | +36.1% | -36.6% | -7.8% |
| 1Y | -4.1% | +35.3% | -39.4% | -11.2% |
| 3Y | +73.2% | +73.5% | -0.2% | +45.3% |
| 5Y | +74.1% | -61.6% | +135.7% | +83.0% |
| 10Y | +222.9% | +638.0% | -415.1% | +95.7% |
| All | +252.2% | +690.7% | -438.5% | +113.4% |
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