+41.6%
XLE vs SAP
-5.5%
+47.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.3% |
| 7D | -6.7% | +1.5% | -8.2% | -6.6% |
| 30D | -4.4% | +8.8% | -13.2% | -3.9% |
| 3M | +4.0% | +12.1% | -8.1% | +4.8% |
| 6M | +13.2% | +34.6% | -21.4% | +15.4% |
| YTD | +41.9% | -2.1% | +44.0% | +41.5% |
| 1Y | +41.6% | -5.5% | +47.2% | +43.2% |
| All | +41.6% | -5.5% | +47.1% | +43.2% |
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 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