+422.3%
XLF vs SAP
+724.6%
-302.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | 0.0% | -2.9% | +2.9% | +0.9% |
| 30D | +0.2% | +9.0% | -8.8% | -2.8% |
| 3M | +11.7% | +14.9% | -3.2% | +5.7% |
| 6M | +13.8% | +11.9% | +1.9% | +7.8% |
| YTD | +7.0% | -9.9% | +16.9% | +8.1% |
| 1Y | +9.1% | -19.5% | +28.7% | +14.3% |
| 3Y | +75.6% | +61.8% | +13.8% | +42.3% |
| 5Y | +66.4% | +56.2% | +10.3% | +34.4% |
| 10Y | +250.3% | +180.6% | +69.7% | +126.8% |
| All | +422.3% | +724.6% | -302.3% | +117.0% |
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