+1,477.5%
XLK vs SAP
+710.7%
+766.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.0% |
| 7D | +2.3% | -0.3% | +2.6% | +2.4% |
| 30D | -0.1% | +2.6% | -2.6% | -1.3% |
| 3M | +2.1% | +16.3% | -14.1% | -5.7% |
| 6M | +37.2% | +6.4% | +30.8% | +30.3% |
| YTD | +30.8% | -11.4% | +42.2% | +32.9% |
| 1Y | +42.6% | -20.4% | +63.0% | +51.3% |
| 3Y | +121.8% | +56.5% | +65.3% | +74.9% |
| 5Y | +145.7% | +56.8% | +88.9% | +91.9% |
| 10Y | +782.1% | +176.2% | +605.9% | +435.3% |
| All | +1,477.5% | +710.7% | +766.8% | +393.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling