+7.9%
NXPI vs SCHG
+13.0%
-5.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.6% | +3.6% |
| 7D | +3.9% | -1.0% | +4.9% | +5.0% |
| 30D | +1.4% | -1.3% | +2.6% | +2.7% |
| 3M | -21.5% | +5.4% | -27.0% | -25.7% |
| 6M | +19.4% | +14.4% | +5.0% | +4.2% |
| YTD | +9.9% | +8.0% | +1.9% | +2.3% |
| 1Y | +7.9% | +12.7% | -4.8% | -5.0% |
| All | +7.9% | +13.0% | -5.1% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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