+66.1%
INTC vs SAP
-5.7%
+71.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.4% |
| 7D | +6.0% | +0.6% | +5.4% | +6.2% |
| 30D | -39.2% | +6.5% | -45.7% | -38.1% |
| 3M | -42.9% | +12.2% | -55.2% | -41.0% |
| 6M | -50.4% | +46.1% | -96.5% | -46.0% |
| YTD | +61.7% | -1.6% | +63.3% | +81.7% |
| 1Y | +66.1% | -5.1% | +71.3% | +96.2% |
| All | +66.1% | -5.7% | +71.8% | +96.2% |
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 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