+2.9%
NXPI vs SAP
-19.8%
+22.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.2% |
| 7D | +1.9% | -2.9% | +4.8% | +1.7% |
| 30D | -1.4% | +9.0% | -10.4% | -0.6% |
| 3M | -29.1% | +14.9% | -44.0% | -25.6% |
| 6M | +6.2% | +11.9% | -5.7% | +13.6% |
| YTD | +5.9% | -9.9% | +15.8% | +22.5% |
| 1Y | +2.9% | -19.5% | +22.4% | +30.9% |
| All | +2.9% | -19.8% | +22.7% | +30.9% |
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