+59.5%
XLF vs SAP
+74.8%
-15.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -1.0% | -2.5% | +1.5% | -0.3% |
| 30D | +6.5% | +7.5% | -1.0% | +4.4% |
| 3M | +1.8% | +11.6% | -9.9% | -1.5% |
| 6M | +15.4% | +37.6% | -22.3% | +4.4% |
| YTD | +8.4% | -2.0% | +10.3% | +8.0% |
| 1Y | +11.9% | -6.4% | +18.3% | +13.4% |
| 3Y | +81.1% | +67.7% | +13.4% | +42.0% |
| 5Y | +59.5% | +75.7% | -16.2% | +11.4% |
| All | +59.5% | +74.8% | -15.3% | +11.4% |
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