+429.4%
XLF vs SAP
+800.5%
-371.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +2.7% | +0.6% | +2.0% | +2.4% |
| 30D | +7.6% | +6.5% | +1.1% | +5.3% |
| 3M | +1.1% | +12.2% | -11.2% | -3.0% |
| 6M | +15.9% | +46.1% | -30.2% | +0.8% |
| YTD | +8.4% | -1.6% | +10.1% | +6.2% |
| 1Y | +12.5% | -5.1% | +17.6% | +11.5% |
| 3Y | +81.6% | +68.4% | +13.2% | +45.2% |
| 5Y | +59.3% | +79.4% | -20.2% | +22.8% |
| 10Y | +225.4% | +230.5% | -5.0% | +99.6% |
| All | +429.4% | +800.5% | -371.1% | +113.2% |
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