+163.9%
XLE vs SAP
+222.2%
-58.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.8% |
| 7D | -6.7% | +1.5% | -8.2% | -7.2% |
| 30D | -4.4% | +8.8% | -13.2% | -6.8% |
| 3M | +4.0% | +12.1% | -8.1% | +0.3% |
| 6M | +13.2% | +34.6% | -21.4% | +2.7% |
| YTD | +41.9% | -2.1% | +44.0% | +40.3% |
| 1Y | +41.6% | -5.5% | +47.2% | +41.7% |
| 3Y | +64.0% | +67.4% | -3.5% | +28.1% |
| 5Y | +158.1% | +74.6% | +83.5% | +93.8% |
| 10Y | +163.9% | +224.0% | -60.1% | +52.1% |
| All | +163.9% | +222.2% | -58.2% | +52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling