+20.6%
NXPI vs SIRI
-41.5%
+62.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.5% | +4.3% |
| 7D | +3.9% | +0.6% | +3.3% | +3.7% |
| 30D | +1.4% | +2.5% | -1.1% | +0.8% |
| 3M | -21.5% | +6.6% | -28.1% | -22.9% |
| 6M | +19.4% | +32.9% | -13.5% | +11.5% |
| YTD | +9.9% | +50.5% | -40.5% | -0.4% |
| 1Y | +7.9% | +28.0% | -20.1% | +1.1% |
| 3Y | +22.7% | -22.4% | +45.1% | +20.4% |
| All | +20.6% | -41.5% | +62.0% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 5y: compounded portfolio wealth divided by compounded SIRI 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…
5y analysis · Full analysis span regression · 6 months rolling