+211.4%
NXPI vs SAP
+175.9%
+35.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.3% |
| 7D | -2.3% | -0.3% | -2.0% | -2.2% |
| 30D | -4.3% | +0.3% | -4.6% | -4.8% |
| 3M | -24.7% | +16.9% | -41.5% | -32.3% |
| 6M | +9.7% | +6.3% | +3.4% | +2.1% |
| YTD | +3.8% | -12.4% | +16.2% | +7.0% |
| 1Y | +1.6% | -21.6% | +23.2% | +12.7% |
| 3Y | +16.0% | +54.8% | -38.7% | -19.0% |
| 5Y | +16.1% | +56.2% | -40.1% | -21.1% |
| 10Y | +211.4% | +179.0% | +32.3% | +71.0% |
| All | +211.4% | +175.9% | +35.5% | +71.0% |
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