+215.0%
NXPI vs SGI
+318.6%
-103.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | +0.4% |
| 7D | +9.4% | -10.7% | +20.0% | +14.3% |
| 30D | +18.1% | -3.6% | +21.7% | +19.2% |
| 3M | +15.0% | -5.4% | +20.4% | +16.6% |
| 6M | -8.4% | -7.0% | -1.4% | -7.0% |
| YTD | +24.8% | -31.6% | +56.4% | +42.0% |
| 1Y | +33.3% | -33.5% | +66.8% | +53.4% |
| 3Y | +51.0% | +66.5% | -15.5% | +16.5% |
| 5Y | +34.5% | +42.2% | -7.6% | +5.8% |
| All | +215.0% | +318.6% | -103.6% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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