+642.4%
NXPI vs SFM
+132.6%
+509.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +0.9% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | -1.4% | -4.4% | +2.9% | -1.0% |
| 3M | -29.1% | +1.5% | -30.6% | -29.6% |
| 6M | +6.2% | +6.5% | -0.3% | +4.0% |
| YTD | +5.9% | +2.2% | +3.7% | +4.0% |
| 1Y | +2.9% | -41.9% | +44.8% | +9.8% |
| 3Y | +14.5% | +106.8% | -92.3% | -2.5% |
| 5Y | +17.1% | +231.6% | -214.5% | -9.9% |
| 10Y | +193.4% | +258.4% | -65.1% | +112.1% |
| All | +642.4% | +132.6% | +509.9% | +548.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling