+136.0%
XLC vs SAP
+128.8%
+7.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | +3.7% | +0.6% | +3.1% | +3.5% |
| 30D | -1.9% | +6.5% | -8.5% | -4.5% |
| 3M | -3.1% | +12.2% | -15.4% | -7.8% |
| 6M | -6.4% | +46.1% | -52.4% | -20.7% |
| YTD | -6.8% | -1.6% | -5.2% | -8.5% |
| 1Y | -1.7% | -5.1% | +3.4% | -1.9% |
| 3Y | +64.7% | +68.4% | -3.7% | +21.3% |
| 5Y | +41.1% | +79.4% | -38.3% | -2.0% |
| All | +136.0% | +128.8% | +7.2% | +32.6% |
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