+261.8%
XOM vs SAP
+55.3%
+206.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.3% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | +3.4% | +0.3% | +3.2% | +3.4% |
| 3M | +11.0% | +16.9% | -5.9% | +10.2% |
| 6M | +10.6% | +6.3% | +4.3% | +10.3% |
| YTD | +39.2% | -12.4% | +51.6% | +40.5% |
| 1Y | +52.7% | -21.6% | +74.3% | +55.6% |
| 3Y | +56.8% | +54.8% | +2.0% | +45.5% |
| 5Y | +261.8% | +56.2% | +205.6% | +228.2% |
| All | +261.8% | +55.3% | +206.5% | +228.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling