+1,101.4%
XLY vs SAP
+701.7%
+399.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | -6.0% | +0.3% | -6.3% | -6.2% |
| 3M | -2.7% | +16.9% | -19.6% | -7.7% |
| 6M | -1.5% | +6.3% | -7.8% | -4.5% |
| YTD | -5.4% | -12.4% | +7.0% | -3.6% |
| 1Y | -3.8% | -21.6% | +17.8% | +1.2% |
| 3Y | +36.6% | +54.8% | -18.2% | +16.4% |
| 5Y | +27.4% | +56.2% | -28.8% | +7.7% |
| 10Y | +218.2% | +179.0% | +39.2% | +125.6% |
| All | +1,101.4% | +701.7% | +399.7% | +457.5% |
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 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