+43.4%
XLK vs SAP
-19.8%
+63.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | +0.9% | -2.9% | +3.8% | +1.1% |
| 30D | +0.7% | +9.0% | -8.3% | +0.1% |
| 3M | -2.9% | +14.9% | -17.9% | -1.9% |
| 6M | +34.3% | +11.9% | +22.4% | +35.7% |
| YTD | +30.4% | -9.9% | +40.3% | +37.4% |
| 1Y | +43.4% | -19.5% | +62.9% | +54.8% |
| All | +43.4% | -19.8% | +63.2% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling