+101.4%
XLP vs SAP
+178.8%
-77.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -1.0% | -2.9% | +1.9% | -0.5% |
| 30D | -0.9% | +9.0% | -9.9% | -2.7% |
| 3M | +3.8% | +14.9% | -11.1% | +0.4% |
| 6M | -1.7% | +11.9% | -13.6% | -4.8% |
| YTD | +10.3% | -9.9% | +20.2% | +11.4% |
| 1Y | +7.8% | -19.5% | +27.3% | +11.7% |
| 3Y | +27.2% | +61.8% | -34.6% | +8.3% |
| 5Y | +32.5% | +56.2% | -23.6% | +11.8% |
| All | +101.4% | +178.8% | -77.5% | +31.3% |
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 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