+7.6%
XLF vs SAP
-19.0%
+26.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.5% | -4.1% | +2.6% | -1.0% |
| 30D | -1.2% | +1.1% | -2.2% | -1.3% |
| 3M | +9.2% | +26.1% | -16.9% | +6.1% |
| 6M | +16.3% | +9.8% | +6.5% | +14.5% |
| YTD | +5.4% | -13.6% | +19.0% | +6.1% |
| 1Y | +7.6% | -18.7% | +26.3% | +10.3% |
| All | +7.6% | -19.0% | +26.6% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling