+17.7%
NXPI vs SFM
+219.5%
-201.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -1.1% |
| 7D | +0.7% | -5.8% | +6.5% | +1.3% |
| 30D | -6.6% | -11.4% | +4.7% | -5.6% |
| 3M | -25.4% | -12.2% | -13.2% | -24.7% |
| 6M | +11.9% | -5.2% | +17.1% | +11.5% |
| YTD | +4.0% | -4.5% | +8.5% | +3.2% |
| 1Y | +1.0% | -45.4% | +46.4% | +9.1% |
| 3Y | +16.3% | +91.1% | -74.8% | +0.1% |
| 5Y | +17.7% | +226.8% | -209.1% | -12.2% |
| All | +17.7% | +219.5% | -201.8% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling