+428.9%
XLF vs SAP
+797.4%
-368.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -1.0% | -2.5% | +1.5% | -0.2% |
| 30D | +6.5% | +7.5% | -1.0% | +3.9% |
| 3M | +1.8% | +11.6% | -9.9% | -2.2% |
| 6M | +15.4% | +37.6% | -22.3% | +2.3% |
| YTD | +8.4% | -2.0% | +10.3% | +6.3% |
| 1Y | +11.9% | -6.4% | +18.3% | +11.5% |
| 3Y | +81.1% | +67.7% | +13.4% | +45.1% |
| 5Y | +59.5% | +75.7% | -16.2% | +23.8% |
| 10Y | +225.2% | +229.3% | -4.2% | +99.6% |
| All | +428.9% | +797.4% | -368.5% | +113.3% |
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 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