+896.5%
XLV vs SAP
+701.7%
+194.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | -3.7% | -0.3% | -3.4% | -3.6% |
| 30D | -1.1% | +0.3% | -1.4% | -1.3% |
| 3M | +8.2% | +16.9% | -8.6% | +4.3% |
| 6M | +8.9% | +6.3% | +2.6% | +6.5% |
| YTD | +8.5% | -12.4% | +20.9% | +10.0% |
| 1Y | +22.3% | -21.6% | +43.9% | +26.8% |
| 3Y | +32.6% | +54.8% | -22.1% | +17.2% |
| 5Y | +34.4% | +56.2% | -21.8% | +16.9% |
| 10Y | +175.4% | +179.0% | -3.7% | +108.1% |
| All | +896.5% | +701.7% | +194.8% | +422.4% |
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 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