+334.7%
INTC vs SAP
-21.2%
+355.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.6% |
| 7D | +18.0% | -0.3% | +18.2% | +17.9% |
| 30D | +8.9% | +0.3% | +8.7% | +9.0% |
| 3M | -1.6% | +16.9% | -18.4% | +4.5% |
| 6M | +133.1% | +6.3% | +126.8% | +145.3% |
| YTD | +187.9% | -12.4% | +200.3% | +222.5% |
| 1Y | +334.7% | -21.6% | +356.3% | +441.4% |
| All | +334.7% | -21.2% | +355.9% | +441.4% |
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