+111.7%
INTC vs SAP
+56.2%
+55.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.7% | +10.7% | +9.7% |
| 7D | +17.4% | -0.3% | +17.7% | +17.4% |
| 30D | +2.8% | +2.6% | +0.2% | +1.5% |
| 3M | -5.3% | +16.3% | -21.5% | -11.8% |
| 6M | +140.6% | +6.4% | +134.2% | +131.3% |
| YTD | +183.1% | -11.4% | +194.5% | +195.2% |
| 1Y | +326.8% | -20.4% | +347.2% | +376.4% |
| 3Y | +179.4% | +56.5% | +122.9% | +100.2% |
| 5Y | +111.7% | +56.8% | +54.9% | +38.4% |
| All | +111.7% | +56.2% | +55.5% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling