+211.4%
NXPI vs SFM
+280.6%
-69.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.2% |
| 7D | -2.3% | -7.2% | +4.9% | -1.5% |
| 30D | -4.3% | -14.3% | +10.0% | -2.8% |
| 3M | -24.7% | -13.7% | -10.9% | -23.7% |
| 6M | +9.7% | -6.0% | +15.8% | +9.4% |
| YTD | +3.8% | -8.2% | +12.0% | +3.5% |
| 1Y | +1.6% | -46.2% | +47.9% | +8.6% |
| 3Y | +16.0% | +83.6% | -67.5% | +3.0% |
| 5Y | +16.1% | +212.7% | -196.6% | -5.8% |
| 10Y | +211.4% | +273.0% | -61.6% | +144.2% |
| All | +211.4% | +280.6% | -69.2% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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