+52.3%
XOM vs SAP
-19.0%
+71.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +4.1% | -4.1% | +8.2% | +3.8% |
| 30D | +4.6% | +1.1% | +3.5% | +4.7% |
| 3M | +14.0% | +26.1% | -12.1% | +16.0% |
| 6M | +11.0% | +9.8% | +1.2% | +11.5% |
| YTD | +40.7% | -13.6% | +54.3% | +38.2% |
| 1Y | +52.3% | -18.7% | +71.0% | +50.8% |
| All | +52.3% | -19.0% | +71.3% | +50.8% |
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