+17.1%
NXPI vs SAP
+55.2%
-38.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.7% |
| 7D | +1.9% | -2.9% | +4.8% | +3.1% |
| 30D | -1.4% | +9.0% | -10.4% | -5.4% |
| 3M | -29.1% | +14.9% | -44.0% | -34.1% |
| 6M | +6.2% | +11.9% | -5.7% | -1.6% |
| YTD | +5.9% | -9.9% | +15.8% | +11.0% |
| 1Y | +2.9% | -19.5% | +22.4% | +17.0% |
| 3Y | +14.5% | +61.8% | -47.3% | -24.8% |
| All | +17.1% | +55.2% | -38.1% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling