+1,921.9%
NXPI vs SAP
+549.7%
+1,372.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +4.0% |
| 7D | -4.4% | -0.7% | -3.7% | -4.3% |
| 30D | +5.6% | +11.1% | -5.5% | -1.4% |
| 3M | +7.6% | +17.0% | -9.4% | -3.3% |
| 6M | -17.6% | +34.8% | -52.4% | -35.0% |
| YTD | +15.9% | -2.2% | +18.1% | +9.6% |
| 1Y | +22.4% | -6.4% | +28.8% | +19.5% |
| 3Y | +43.2% | +75.1% | -31.9% | -12.4% |
| 5Y | +21.4% | +69.8% | -48.4% | -25.2% |
| 10Y | +186.8% | +219.8% | -33.0% | +2.1% |
| All | +1,921.9% | +549.7% | +1,372.2% | +260.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling