+649.7%
XLU vs SAP
+710.7%
-61.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.1% |
| 7D | +2.1% | -0.3% | +2.4% | +2.1% |
| 30D | -0.4% | +2.6% | -3.0% | -0.8% |
| 3M | +0.5% | +16.3% | -15.8% | -2.2% |
| 6M | -5.8% | +6.4% | -12.2% | -7.4% |
| YTD | +3.1% | -11.4% | +14.6% | +3.8% |
| 1Y | +8.1% | -20.4% | +28.5% | +10.5% |
| 3Y | +50.5% | +56.5% | -6.0% | +37.1% |
| 5Y | +44.7% | +56.8% | -12.1% | +30.3% |
| 10Y | +136.8% | +176.2% | -39.4% | +92.6% |
| All | +649.7% | +710.7% | -61.0% | +373.2% |
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