+37.7%
XLC vs SAP
+55.2%
-17.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -0.8% | -2.9% | +2.1% | +0.1% |
| 30D | +1.0% | +9.0% | -8.0% | -2.1% |
| 3M | -0.7% | +14.9% | -15.6% | -6.0% |
| 6M | -5.1% | +11.9% | -17.0% | -9.8% |
| YTD | -4.3% | -9.9% | +5.6% | -1.9% |
| 1Y | -0.6% | -19.5% | +19.0% | +6.9% |
| 3Y | +72.7% | +61.8% | +10.9% | +25.7% |
| All | +37.7% | +55.2% | -17.6% | -7.2% |
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