+248.8%
XLF vs SAP
+176.2%
+72.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.5% | -4.1% | +2.6% | 0.0% |
| 30D | -1.2% | +1.1% | -2.2% | -1.7% |
| 3M | +9.2% | +26.1% | -16.9% | -0.7% |
| 6M | +16.3% | +9.8% | +6.5% | +10.5% |
| YTD | +5.4% | -13.6% | +19.0% | +9.0% |
| 1Y | +7.6% | -18.7% | +26.3% | +13.8% |
| 3Y | +74.2% | +54.1% | +20.1% | +35.1% |
| 5Y | +66.1% | +54.7% | +11.4% | +25.0% |
| All | +248.8% | +176.2% | +72.7% | +100.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling