+211.4%
NXPI vs SBAC
+78.4%
+133.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -2.3% | +0.2% | -2.4% | -2.4% |
| 30D | -4.3% | +3.9% | -8.2% | -5.5% |
| 3M | -24.7% | -8.2% | -16.5% | -23.1% |
| 6M | +9.7% | -2.8% | +12.5% | +8.7% |
| YTD | +3.8% | -1.5% | +5.3% | +2.1% |
| 1Y | +1.6% | 0.0% | +1.6% | -0.8% |
| 3Y | +16.0% | -8.4% | +24.4% | +12.4% |
| 5Y | +16.1% | -43.5% | +59.6% | +36.1% |
| 10Y | +211.4% | +86.9% | +124.5% | +178.7% |
| All | +211.4% | +78.4% | +133.0% | +178.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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