+1,747.1%
NXPI vs SIMO
+7,479.8%
-5,732.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.7% | -7.4% | -1.9% |
| 7D | +1.9% | +4.2% | -2.3% | +0.2% |
| 30D | -1.4% | +4.1% | -5.5% | -4.3% |
| 3M | -29.1% | -12.9% | -16.2% | -27.9% |
| 6M | +6.2% | +110.3% | -104.1% | -23.6% |
| YTD | +5.9% | +178.6% | -172.7% | -32.3% |
| 1Y | +2.9% | +220.0% | -217.1% | -37.9% |
| 3Y | +14.5% | +409.0% | -394.5% | -42.6% |
| 5Y | +17.1% | +277.3% | -260.3% | -38.2% |
| 10Y | +193.4% | +506.6% | -313.3% | +21.8% |
| All | +1,747.1% | +7,479.8% | -5,732.7% | +228.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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