+200.5%
NXPI vs SAP
+228.4%
-27.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +2.4% |
| 7D | -0.3% | +1.6% | -1.9% | -1.4% |
| 30D | +12.7% | +10.5% | +2.2% | +6.7% |
| 3M | +7.5% | +15.2% | -7.7% | -1.1% |
| 6M | -12.3% | +36.7% | -49.0% | -28.8% |
| YTD | +19.7% | -0.6% | +20.2% | +14.8% |
| 1Y | +27.6% | -4.1% | +31.7% | +25.4% |
| 3Y | +50.0% | +73.2% | -23.3% | -2.1% |
| 5Y | +27.2% | +74.1% | -46.9% | -19.1% |
| 10Y | +200.5% | +222.9% | -22.4% | +42.0% |
| All | +200.5% | +228.4% | -27.8% | +42.0% |
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