+34.4%
NVDA vs SAP
-19.8%
+54.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | +5.9% | -2.9% | +8.8% | +6.1% |
| 30D | +5.1% | +9.0% | -3.9% | +4.6% |
| 3M | +5.4% | +14.9% | -9.6% | +6.7% |
| 6M | +26.0% | +11.9% | +14.1% | +27.0% |
| YTD | +23.7% | -9.9% | +33.6% | +26.7% |
| 1Y | +34.4% | -19.5% | +53.9% | +38.7% |
| All | +34.4% | -19.8% | +54.2% | +38.7% |
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 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