+16.1%
NXPI vs SGI
+56.1%
-40.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.6% |
| 7D | -2.3% | +0.6% | -2.9% | -2.6% |
| 30D | -4.3% | +5.5% | -9.9% | -6.9% |
| 3M | -24.7% | -3.6% | -21.1% | -23.9% |
| 6M | +9.7% | -15.0% | +24.8% | +16.2% |
| YTD | +3.8% | -23.0% | +26.8% | +14.4% |
| 1Y | +1.6% | -18.4% | +20.0% | +7.9% |
| 3Y | +16.0% | +57.8% | -41.7% | -12.9% |
| 5Y | +16.1% | +51.5% | -35.3% | -14.0% |
| All | +16.1% | +56.1% | -40.0% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling