+1,036.2%
XLE vs SAP
+797.2%
+239.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +4.4% | -3.9% | +8.3% | +5.3% |
| 30D | -4.3% | +6.5% | -10.8% | -5.8% |
| 3M | +6.0% | +14.7% | -8.6% | +2.3% |
| 6M | +13.2% | +39.9% | -26.7% | +3.4% |
| YTD | +46.7% | -2.0% | +48.7% | +44.2% |
| 1Y | +46.6% | -6.0% | +52.6% | +45.5% |
| 3Y | +69.6% | +67.7% | +1.9% | +43.4% |
| 5Y | +166.5% | +78.8% | +87.7% | +117.8% |
| 10Y | +178.0% | +229.3% | -51.3% | +94.3% |
| All | +1,036.2% | +797.2% | +239.0% | +541.5% |
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