+756.2%
NXPI vs SFM
+39.6%
+716.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.2% |
| 7D | -0.5% | -6.9% | +6.4% | +0.4% |
| 30D | +15.0% | -25.0% | +39.9% | +18.3% |
| 3M | +12.6% | -42.7% | +55.3% | +19.8% |
| 6M | -10.6% | -41.0% | +30.4% | -5.7% |
| YTD | +22.1% | -38.7% | +60.7% | +27.0% |
| 1Y | +29.8% | -38.1% | +67.9% | +34.7% |
| 3Y | +47.8% | +19.3% | +28.4% | +34.3% |
| 5Y | +33.9% | +103.1% | -69.3% | +8.9% |
| 10Y | +208.7% | +131.1% | +77.7% | +133.9% |
| All | +756.2% | +39.6% | +716.5% | +692.3% |
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