+70.8%
XLI vs SAP
+76.8%
-6.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +4.3% | -3.9% | +8.2% | +5.2% |
| 30D | +0.5% | +6.5% | -6.1% | -1.1% |
| 3M | -8.6% | +14.7% | -23.3% | -11.7% |
| 6M | -2.3% | +39.9% | -42.2% | -10.7% |
| YTD | +10.1% | -2.0% | +12.1% | +10.7% |
| 1Y | +11.0% | -6.0% | +17.0% | +13.2% |
| 3Y | +72.3% | +67.7% | +4.6% | +38.3% |
| 5Y | +70.8% | +78.8% | -7.9% | +22.8% |
| All | +70.8% | +76.8% | -6.0% | +22.8% |
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