+2,030.0%
NXPI vs SBAC
+481.5%
+1,548.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | -0.5% | +3.6% | -4.1% | -2.0% |
| 30D | +15.0% | +4.9% | +10.1% | +12.4% |
| 3M | +12.6% | +6.5% | +6.1% | +8.9% |
| 6M | -10.6% | -11.1% | +0.6% | -7.6% |
| YTD | +22.1% | +0.9% | +21.2% | +17.1% |
| 1Y | +29.8% | -1.6% | +31.3% | +25.7% |
| 3Y | +47.8% | -7.0% | +54.7% | +39.7% |
| 5Y | +33.9% | -39.2% | +73.1% | +55.4% |
| 10Y | +208.7% | +111.4% | +97.4% | +48.8% |
| All | +2,030.0% | +481.5% | +1,548.5% | +242.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling