+10.0%
XLP vs SAP
+42.4%
-32.4%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.2% | -1.0% |
| 7D | +3.5% | +4.0% | -0.6% | +2.9% |
| 30D | +11.6% | +15.7% | -4.2% | +9.5% |
| 3M | +7.6% | +23.4% | -15.8% | +4.8% |
| 6M | +10.0% | +41.3% | -31.2% | +3.4% |
| All | +10.0% | +42.4% | -32.4% | +3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling