+47.8%
XOM vs SAP
-5.7%
+53.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +2.8% | +0.6% | +2.2% | +2.9% |
| 30D | -3.6% | +6.5% | -10.2% | -3.1% |
| 3M | +8.2% | +12.2% | -4.0% | +9.4% |
| 6M | +14.0% | +46.1% | -32.0% | +18.5% |
| YTD | +44.6% | -1.6% | +46.2% | +41.7% |
| 1Y | +47.8% | -5.1% | +52.9% | +45.8% |
| All | +47.8% | -5.7% | +53.5% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling