+561.3%
XLP vs SAP
+833.5%
-272.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.3% |
| 3M | +7.6% | +23.4% | -15.8% | +4.5% |
| 6M | +10.0% | +41.3% | -31.2% | +4.4% |
| YTD | +19.7% | +2.0% | +17.7% | +18.2% |
| 1Y | +23.5% | -5.1% | +28.6% | +23.1% |
| 3Y | +44.0% | +82.1% | -38.2% | +29.8% |
| 5Y | +42.7% | +77.2% | -34.5% | +27.9% |
| 10Y | +131.3% | +233.6% | -102.3% | +88.1% |
| All | +561.3% | +833.5% | -272.3% | +319.6% |
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