+2,094.7%
NXPI vs SGI
+795.9%
+1,298.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.2% |
| 7D | +1.7% | -10.5% | +12.2% | +5.8% |
| 30D | +19.7% | +0.1% | +19.5% | +19.1% |
| 3M | +14.5% | -4.0% | +18.5% | +15.3% |
| 6M | -11.2% | -5.6% | -5.6% | -10.4% |
| YTD | +25.8% | -29.5% | +55.3% | +39.6% |
| 1Y | +35.2% | -31.5% | +66.7% | +51.6% |
| 3Y | +52.3% | +71.6% | -19.4% | +20.8% |
| 5Y | +34.8% | +50.5% | -15.7% | +8.2% |
| 10Y | +214.4% | +333.9% | -119.5% | +56.3% |
| All | +2,094.7% | +795.9% | +1,298.8% | +607.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling