+162.6%
XLE vs SAP
+76.9%
+85.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -0.2% | -2.5% | +2.2% | 0.0% |
| 30D | -4.0% | +7.5% | -11.5% | -4.7% |
| 3M | +4.6% | +11.6% | -7.0% | +3.5% |
| 6M | +12.3% | +37.6% | -25.3% | +8.6% |
| YTD | +44.5% | -2.0% | +46.5% | +45.3% |
| 1Y | +42.4% | -6.4% | +48.8% | +44.2% |
| 3Y | +67.0% | +67.7% | -0.7% | +51.0% |
| All | +162.6% | +76.9% | +85.7% | +120.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling