+117.5%
XLK vs SAP
+53.9%
+63.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.9% |
| 7D | -0.4% | -5.1% | +4.7% | +1.2% |
| 30D | -0.5% | -1.8% | +1.3% | 0.0% |
| 3M | +5.0% | +20.9% | -15.9% | -1.6% |
| 6M | +32.9% | +7.0% | +25.9% | +30.1% |
| YTD | +29.0% | -13.7% | +42.7% | +37.9% |
| 1Y | +37.8% | -19.6% | +57.4% | +52.5% |
| All | +117.5% | +53.9% | +63.7% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling