+61.0%
XLC vs SAP
+75.3%
-14.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.6% | +1.3% |
| 7D | +4.9% | -0.7% | +5.6% | +5.0% |
| 30D | -5.8% | +11.1% | -16.9% | -8.0% |
| 3M | -5.4% | +17.0% | -22.5% | -8.8% |
| 6M | -10.2% | +34.8% | -45.0% | -16.4% |
| YTD | -10.2% | -2.2% | -7.9% | -10.1% |
| 1Y | -5.6% | -6.4% | +0.8% | -4.2% |
| 3Y | +61.0% | +75.1% | -14.2% | +27.9% |
| All | +61.0% | +75.3% | -14.3% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling