+42.0%
XLP vs SAP
+70.5%
-28.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.9% | -0.7% |
| 7D | +0.7% | -0.7% | +1.4% | +0.8% |
| 30D | +10.3% | +11.1% | -0.8% | +8.7% |
| 3M | +6.5% | +17.0% | -10.5% | +4.2% |
| 6M | +8.4% | +34.8% | -26.5% | +3.5% |
| YTD | +18.2% | -2.2% | +20.4% | +17.9% |
| 1Y | +22.4% | -6.4% | +28.9% | +23.0% |
| 3Y | +41.9% | +75.1% | -33.2% | +23.7% |
| All | +42.0% | +70.5% | -28.5% | +17.8% |
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