+169.4%
XLV vs SAP
+176.2%
-6.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | -4.1% | +0.5% | -2.5% |
| 30D | -1.8% | +1.1% | -2.9% | -2.2% |
| 3M | +7.8% | +26.1% | -18.3% | +0.8% |
| 6M | +9.1% | +9.8% | -0.7% | +5.2% |
| YTD | +7.7% | -13.6% | +21.3% | +10.5% |
| 1Y | +20.4% | -18.7% | +39.1% | +25.5% |
| 3Y | +30.8% | +54.1% | -23.4% | +8.7% |
| 5Y | +34.6% | +54.7% | -20.1% | +9.4% |
| All | +169.4% | +176.2% | -6.8% | +69.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling