+2.4%
XLU vs SAP
-19.0%
+21.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.6% | -4.1% | +2.5% | -1.8% |
| 30D | -3.3% | +1.1% | -4.4% | -3.3% |
| 3M | -3.2% | +26.1% | -29.3% | -2.3% |
| 6M | -7.0% | +9.8% | -16.7% | -6.3% |
| YTD | +0.6% | -13.6% | +14.2% | +1.4% |
| 1Y | +2.4% | -18.7% | +21.1% | +3.4% |
| All | +2.4% | -19.0% | +21.4% | +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 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