+136.8%
XLP vs SAP
+231.4%
-94.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -0.5% | -2.5% | +1.9% | 0.0% |
| 30D | +8.3% | +7.5% | +0.9% | +6.8% |
| 3M | +8.7% | +11.6% | -3.0% | +6.1% |
| 6M | +11.2% | +37.6% | -26.4% | +3.4% |
| YTD | +20.0% | -2.0% | +21.9% | +19.1% |
| 1Y | +21.3% | -6.4% | +27.7% | +21.7% |
| 3Y | +43.8% | +67.7% | -23.9% | +22.2% |
| 5Y | +43.3% | +75.7% | -32.4% | +18.0% |
| 10Y | +136.8% | +229.3% | -92.6% | +50.0% |
| All | +136.8% | +231.4% | -94.7% | +50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling