+146.6%
XLK vs SAP
+55.3%
+91.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | +2.3% | -0.3% | +2.6% | +2.4% |
| 30D | +0.8% | +0.3% | +0.5% | +0.5% |
| 3M | +4.1% | +16.9% | -12.8% | -3.8% |
| 6M | +34.8% | +6.3% | +28.4% | +29.6% |
| YTD | +30.8% | -12.4% | +43.2% | +37.7% |
| 1Y | +42.4% | -21.6% | +64.0% | +59.2% |
| 3Y | +121.8% | +54.8% | +67.0% | +60.7% |
| 5Y | +146.6% | +56.2% | +90.4% | +65.3% |
| All | +146.6% | +55.3% | +91.3% | +65.3% |
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