+1,710.4%
NXPI vs SCHG
+1,136.5%
+574.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | +0.7% |
| 7D | -2.3% | -0.9% | -1.4% | -1.2% |
| 30D | -4.3% | -2.3% | -2.0% | -1.4% |
| 3M | -24.7% | +4.5% | -29.2% | -29.1% |
| 6M | +9.7% | +13.6% | -3.8% | -7.8% |
| YTD | +3.8% | +7.6% | -3.8% | -6.3% |
| 1Y | +1.6% | +13.0% | -11.4% | -14.3% |
| 3Y | +16.0% | +87.0% | -70.9% | -50.0% |
| 5Y | +16.1% | +82.9% | -66.7% | -48.2% |
| 10Y | +211.4% | +453.6% | -242.3% | -75.2% |
| All | +1,710.4% | +1,136.5% | +574.0% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling