+1,747.1%
NXPI vs SGI
+901.7%
+845.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +1.9% | +8.5% | -6.6% | -1.2% |
| 30D | -1.4% | +0.7% | -2.1% | -2.0% |
| 3M | -29.1% | +0.6% | -29.7% | -29.6% |
| 6M | +6.2% | -17.9% | +24.2% | +12.7% |
| YTD | +5.9% | -21.2% | +27.0% | +13.5% |
| 1Y | +2.9% | -18.9% | +21.7% | +8.4% |
| 3Y | +14.5% | +52.6% | -38.1% | -5.3% |
| 5Y | +17.1% | +60.7% | -43.7% | -7.9% |
| 10Y | +193.4% | +278.1% | -84.8% | +49.6% |
| All | +1,747.1% | +901.7% | +845.4% | +474.8% |
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