+64.7%
XLC vs SAP
+69.7%
-5.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +3.7% | +0.6% | +3.1% | +3.6% |
| 30D | -1.9% | +6.5% | -8.5% | -3.3% |
| 3M | -3.1% | +12.2% | -15.4% | -5.7% |
| 6M | -6.4% | +46.1% | -52.4% | -14.4% |
| YTD | -6.8% | -1.6% | -5.2% | -6.9% |
| 1Y | -1.7% | -5.1% | +3.4% | -0.6% |
| 3Y | +64.7% | +68.4% | -3.7% | +35.9% |
| All | +64.7% | +69.7% | -5.0% | +35.9% |
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