+57.4%
INTC vs SAP
-5.6%
+63.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.2% | -8.0% | -2.7% |
| 7D | -39.0% | +1.3% | -40.3% | -38.7% |
| 30D | -49.8% | +15.5% | -65.4% | -48.0% |
| 3M | -42.2% | +22.8% | -65.0% | -39.2% |
| 6M | -39.2% | +42.5% | -81.6% | -32.8% |
| YTD | +57.9% | +0.5% | +57.4% | +78.7% |
| 1Y | +57.4% | -5.9% | +63.3% | +98.0% |
| All | +57.4% | -5.6% | +63.0% | +98.0% |
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