+1,240.1%
INTC vs SAP
+2,475.8%
-1,235.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +4.8% |
| 7D | -1.0% | +1.6% | -2.6% | -2.0% |
| 30D | -43.3% | +10.5% | -53.8% | -45.8% |
| 3M | -41.6% | +15.2% | -56.8% | -45.5% |
| 6M | -52.5% | +36.7% | -89.2% | -60.0% |
| YTD | +60.9% | -0.6% | +61.5% | +52.0% |
| 1Y | +55.7% | -4.1% | +59.8% | +49.4% |
| 3Y | +59.2% | +73.2% | -14.1% | +18.8% |
| 5Y | +25.0% | +74.1% | -49.1% | -7.3% |
| 10Y | +109.3% | +222.9% | -113.7% | +18.9% |
| All | +1,240.1% | +2,475.8% | -1,235.7% | +315.7% |
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