+35.2%
NXPI vs SAP
-5.5%
+40.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.9% | +3.1% |
| 7D | +1.7% | -2.5% | +4.2% | +1.3% |
| 30D | +19.7% | +7.5% | +12.2% | +21.2% |
| 3M | +14.5% | +11.6% | +2.9% | +17.1% |
| 6M | -11.2% | +37.6% | -48.9% | -3.9% |
| YTD | +25.8% | -2.0% | +27.7% | +46.5% |
| 1Y | +35.2% | -6.4% | +41.6% | +67.5% |
| All | +35.2% | -5.5% | +40.7% | +67.5% |
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