+2,030.0%
NXPI vs SGI
+800.1%
+1,229.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.3% | +7.3% | +3.9% |
| 7D | -0.5% | -3.9% | +3.5% | +0.8% |
| 30D | +15.0% | +0.9% | +14.0% | +14.1% |
| 3M | +12.6% | -2.9% | +15.5% | +12.9% |
| 6M | -10.6% | -9.0% | -1.6% | -8.6% |
| YTD | +22.1% | -29.2% | +51.3% | +35.3% |
| 1Y | +29.8% | -32.3% | +62.0% | +46.1% |
| 3Y | +47.8% | +72.4% | -24.6% | +17.0% |
| 5Y | +33.9% | +50.6% | -16.8% | +7.4% |
| 10Y | +208.7% | +335.2% | -126.5% | +53.3% |
| All | +2,030.0% | +800.1% | +1,229.9% | +585.4% |
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