+49.9%
XLE vs SAP
-5.6%
+55.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.2% | -9.0% | -4.4% |
| 7D | -7.2% | +1.3% | -8.5% | -7.1% |
| 30D | +0.1% | +15.5% | -15.4% | +1.1% |
| 3M | +9.2% | +22.8% | -13.6% | +10.7% |
| 6M | +8.4% | +42.5% | -34.1% | +11.1% |
| YTD | +44.9% | +0.5% | +44.4% | +44.7% |
| 1Y | +49.9% | -5.9% | +55.8% | +51.7% |
| All | +49.9% | -5.6% | +55.5% | +51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling