+212.4%
NXPI vs SAP
+237.3%
-24.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +6.8% | +0.6% | +6.1% | +6.4% |
| 30D | +20.0% | +6.5% | +13.5% | +15.8% |
| 3M | +14.8% | +12.2% | +2.6% | +7.1% |
| 6M | -10.5% | +46.1% | -56.5% | -30.2% |
| YTD | +23.7% | -1.6% | +25.3% | +19.3% |
| 1Y | +34.1% | -5.1% | +39.2% | +32.5% |
| 3Y | +51.2% | +68.4% | -17.1% | +0.3% |
| 5Y | +33.4% | +79.4% | -46.0% | -16.9% |
| All | +212.4% | +237.3% | -24.9% | +47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling