+1,310.8%
INTC vs SAP
+2,439.8%
-1,129.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.4% | +7.5% |
| 7D | +7.3% | -2.5% | +9.7% | +8.1% |
| 30D | -38.3% | +7.5% | -45.8% | -40.4% |
| 3M | -36.0% | +11.6% | -47.7% | -39.5% |
| 6M | -51.7% | +37.6% | -89.3% | -59.5% |
| YTD | +69.4% | -2.0% | +71.3% | +60.9% |
| 1Y | +65.0% | -6.4% | +71.4% | +59.9% |
| 3Y | +63.0% | +67.7% | -4.7% | +23.3% |
| 5Y | +33.4% | +75.7% | -42.4% | -1.5% |
| 10Y | +121.2% | +229.3% | -108.1% | +24.7% |
| All | +1,310.8% | +2,439.8% | -1,129.0% | +340.2% |
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