+31.9%
NXPI vs SAP
-5.6%
+37.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | +1.6% |
| 7D | +5.3% | +1.3% | +4.0% | +5.5% |
| 30D | +9.5% | +15.5% | -6.0% | +12.3% |
| 3M | +12.0% | +22.8% | -10.8% | +16.3% |
| 6M | -8.1% | +42.5% | -50.6% | -0.4% |
| YTD | +23.7% | +0.5% | +23.2% | +44.6% |
| 1Y | +31.9% | -5.9% | +37.9% | +69.1% |
| All | +31.9% | -5.6% | +37.5% | +69.1% |
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