+133.1%
XLC vs SAP
+131.3%
+1.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.8% |
| 7D | +7.1% | +1.6% | +5.5% | +6.3% |
| 30D | -2.7% | +10.5% | -13.3% | -6.6% |
| 3M | -3.2% | +15.2% | -18.3% | -8.8% |
| 6M | -7.7% | +36.7% | -44.3% | -19.7% |
| YTD | -8.0% | -0.6% | -7.4% | -10.0% |
| 1Y | -3.1% | -4.1% | +1.1% | -3.6% |
| 3Y | +64.9% | +73.2% | -8.4% | +19.9% |
| 5Y | +39.5% | +74.1% | -34.6% | -1.7% |
| All | +133.1% | +131.3% | +1.9% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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