+149.9%
XLE vs SAP
+70.5%
+79.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.3% |
| 7D | -12.0% | -0.7% | -11.3% | -12.0% |
| 30D | -2.7% | +11.1% | -13.8% | -3.7% |
| 3M | +6.6% | +17.0% | -10.5% | +4.9% |
| 6M | +9.5% | +34.8% | -25.3% | +6.1% |
| YTD | +40.6% | -2.2% | +42.8% | +41.3% |
| 1Y | +43.6% | -6.4% | +50.0% | +45.4% |
| 3Y | +58.1% | +75.1% | -17.1% | +41.5% |
| All | +149.9% | +70.5% | +79.4% | +116.8% |
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