+5.8%
XLU vs SAP
-19.8%
+25.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | +0.8% | -2.9% | +3.7% | +0.7% |
| 30D | -1.3% | +9.0% | -10.3% | -1.0% |
| 3M | -1.3% | +14.9% | -16.3% | -0.8% |
| 6M | -7.6% | +11.9% | -19.5% | -6.9% |
| YTD | +2.3% | -9.9% | +12.2% | +2.9% |
| 1Y | +5.8% | -19.5% | +25.3% | +6.4% |
| All | +5.8% | -19.8% | +25.6% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling