+1,024.7%
XLE vs SAP
+724.6%
+300.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +2.2% | -2.9% | +5.1% | +2.8% |
| 30D | +11.8% | +9.0% | +2.8% | +9.4% |
| 3M | +9.8% | +14.9% | -5.1% | +5.5% |
| 6M | +15.6% | +11.9% | +3.7% | +11.1% |
| YTD | +45.3% | -9.9% | +55.2% | +45.9% |
| 1Y | +48.3% | -19.5% | +67.8% | +52.9% |
| 3Y | +55.4% | +61.8% | -6.4% | +32.5% |
| 5Y | +216.1% | +56.2% | +159.9% | +167.3% |
| 10Y | +178.4% | +180.6% | -2.2% | +102.3% |
| All | +1,024.7% | +724.6% | +300.1% | +549.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling