+35.8%
XLC vs SAP
+70.5%
-34.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.6% | +1.9% |
| 7D | +4.9% | -0.7% | +5.6% | +5.1% |
| 30D | -5.8% | +11.1% | -16.9% | -9.3% |
| 3M | -5.4% | +17.0% | -22.5% | -10.8% |
| 6M | -10.2% | +34.8% | -45.0% | -20.2% |
| YTD | -10.2% | -2.2% | -7.9% | -10.6% |
| 1Y | -5.6% | -6.4% | +0.8% | -4.2% |
| 3Y | +61.0% | +75.1% | -14.2% | +12.7% |
| All | +35.8% | +70.5% | -34.7% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling