+47.7%
XLE vs SAP
-5.7%
+53.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +5.4% | +0.6% | +4.8% | +5.5% |
| 30D | -3.9% | +6.5% | -10.5% | -3.5% |
| 3M | +7.0% | +12.2% | -5.2% | +7.9% |
| 6M | +14.2% | +46.1% | -31.9% | +17.5% |
| YTD | +48.2% | -1.6% | +49.8% | +47.5% |
| 1Y | +47.7% | -5.1% | +52.8% | +49.0% |
| All | +47.7% | -5.7% | +53.4% | +49.0% |
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