+46.7%
XLU vs SAP
+53.9%
-7.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | -1.2% | -5.1% | +3.9% | -1.0% |
| 30D | -2.5% | -1.8% | -0.8% | -2.5% |
| 3M | -2.7% | +20.9% | -23.7% | -3.7% |
| 6M | -7.5% | +7.0% | -14.4% | -7.6% |
| YTD | +0.9% | -13.7% | +14.7% | +2.7% |
| 1Y | +3.3% | -19.6% | +22.9% | +5.9% |
| All | +46.7% | +53.9% | -7.2% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling