+2,342.7%
XOM vs SAP
+2,439.3%
-96.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.8% |
| 7D | +2.7% | -3.9% | +6.6% | +3.3% |
| 30D | -2.5% | +6.5% | -9.0% | -3.6% |
| 3M | +7.0% | +14.7% | -7.7% | +4.3% |
| 6M | +14.2% | +39.9% | -25.7% | +7.3% |
| YTD | +43.9% | -2.0% | +45.9% | +42.2% |
| 1Y | +47.9% | -6.0% | +53.9% | +47.2% |
| 3Y | +80.6% | +67.7% | +12.9% | +60.3% |
| 5Y | +212.8% | +78.8% | +134.0% | +170.9% |
| 10Y | +202.6% | +229.3% | -26.7% | +133.6% |
| All | +2,342.7% | +2,439.3% | -96.6% | +1,339.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling