+44.4%
XLU vs SAP
+52.7%
-8.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | -1.2% | -5.1% | +3.9% | -0.6% |
| 30D | -2.5% | -1.8% | -0.8% | -2.4% |
| 3M | -2.7% | +20.9% | -23.7% | -5.0% |
| 6M | -7.5% | +7.0% | -14.4% | -8.4% |
| YTD | +0.9% | -13.7% | +14.7% | +2.9% |
| 1Y | +3.3% | -19.6% | +22.9% | +6.5% |
| 3Y | +47.3% | +52.4% | -5.1% | +31.9% |
| 5Y | +44.4% | +54.4% | -10.0% | +19.5% |
| All | +44.4% | +52.7% | -8.3% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling