+142.5%
XLC vs SAP
+109.5%
+32.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | -0.8% | -2.9% | +2.1% | +0.2% |
| 30D | +1.0% | +9.0% | -8.0% | -2.6% |
| 3M | -0.7% | +14.9% | -15.6% | -6.8% |
| 6M | -5.1% | +11.9% | -17.0% | -10.8% |
| YTD | -4.3% | -9.9% | +5.6% | -2.5% |
| 1Y | -0.6% | -19.5% | +19.0% | +6.3% |
| 3Y | +72.7% | +61.8% | +10.9% | +28.7% |
| 5Y | +38.0% | +56.2% | -18.2% | +1.5% |
| All | +142.5% | +109.5% | +32.9% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling