+2,194.4%
XOM vs SAP
+2,233.8%
-39.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | +1.8% | -2.9% | +4.7% | +2.2% |
| 30D | +5.9% | +9.0% | -3.2% | +4.3% |
| 3M | +5.6% | +14.9% | -9.4% | +2.7% |
| 6M | +7.9% | +11.9% | -4.0% | +5.0% |
| YTD | +35.2% | -9.9% | +45.1% | +35.6% |
| 1Y | +46.0% | -19.5% | +65.5% | +49.1% |
| 3Y | +55.0% | +61.8% | -6.8% | +38.4% |
| 5Y | +246.3% | +56.2% | +190.1% | +207.1% |
| 10Y | +181.0% | +180.6% | +0.4% | +122.9% |
| All | +2,194.4% | +2,233.8% | -39.4% | +1,273.2% |
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 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