+82.8%
XLI vs SAP
+56.2%
+26.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | +1.0% | -0.3% | +1.2% | +1.0% |
| 30D | -5.8% | +2.6% | -8.4% | -6.5% |
| 3M | +0.7% | +16.3% | -15.6% | -3.1% |
| 6M | +3.2% | +6.4% | -3.2% | +1.3% |
| YTD | +13.0% | -11.4% | +24.5% | +16.4% |
| 1Y | +16.8% | -20.4% | +37.2% | +24.5% |
| 3Y | +72.4% | +56.5% | +15.9% | +40.8% |
| 5Y | +82.8% | +56.8% | +26.0% | +37.2% |
| All | +82.8% | +56.2% | +26.5% | +37.2% |
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 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