+1,921.9%
NXPI vs SIMO
+4,715.1%
-2,793.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | +0.1% |
| 7D | -4.4% | -22.0% | +17.6% | +3.9% |
| 30D | +5.6% | -43.0% | +48.6% | +27.1% |
| 3M | +7.6% | -39.1% | +46.7% | +23.7% |
| 6M | -17.6% | -33.3% | +15.7% | -10.8% |
| YTD | +15.9% | +77.0% | -61.1% | -15.1% |
| 1Y | +22.4% | +73.0% | -50.6% | -9.8% |
| 3Y | +43.2% | +215.7% | -172.5% | -16.9% |
| 5Y | +21.4% | +155.6% | -134.3% | -28.1% |
| 10Y | +186.8% | +388.4% | -201.6% | +27.6% |
| All | +1,921.9% | +4,715.1% | -2,793.2% | +312.6% |
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