+205.4%
XOM vs SAP
+237.3%
-31.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +2.8% | +0.6% | +2.2% | +2.7% |
| 30D | -3.6% | +6.5% | -10.2% | -4.9% |
| 3M | +8.2% | +12.2% | -4.0% | +5.5% |
| 6M | +14.0% | +46.1% | -32.0% | +4.7% |
| YTD | +44.6% | -1.6% | +46.2% | +43.5% |
| 1Y | +47.8% | -5.1% | +52.9% | +47.9% |
| 3Y | +79.6% | +68.4% | +11.2% | +48.1% |
| 5Y | +214.3% | +79.4% | +134.9% | +149.3% |
| All | +205.4% | +237.3% | -31.9% | +92.8% |
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