+192.9%
XOM vs SAP
+176.2%
+16.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +4.1% | -4.1% | +8.2% | +4.9% |
| 30D | +4.6% | +1.1% | +3.5% | +4.2% |
| 3M | +14.0% | +26.1% | -12.1% | +8.1% |
| 6M | +11.0% | +9.8% | +1.2% | +7.9% |
| YTD | +40.7% | -13.6% | +54.3% | +43.4% |
| 1Y | +52.3% | -18.7% | +71.0% | +57.3% |
| 3Y | +60.5% | +54.1% | +6.3% | +34.0% |
| 5Y | +266.4% | +54.7% | +211.7% | +200.2% |
| All | +192.9% | +176.2% | +16.8% | +89.7% |
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