+53.4%
XOM vs SAP
+56.7%
-3.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.7% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | +5.7% | +2.6% | +3.1% | +5.7% |
| 3M | +6.6% | +16.3% | -9.7% | +7.1% |
| 6M | +7.7% | +6.4% | +1.3% | +8.0% |
| YTD | +36.2% | -11.4% | +47.6% | +36.3% |
| 1Y | +50.5% | -20.4% | +70.9% | +51.0% |
| 3Y | +53.4% | +56.5% | -3.2% | +58.2% |
| All | +53.4% | +56.7% | -3.3% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling