+1,710.4%
NXPI vs SIRI
+252.1%
+1,458.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -2.3% | -3.9% | +1.6% | -0.8% |
| 30D | -4.3% | -0.8% | -3.5% | -4.1% |
| 3M | -24.7% | +4.3% | -29.0% | -26.4% |
| 6M | +9.7% | +34.1% | -24.3% | -3.0% |
| YTD | +3.8% | +47.3% | -43.5% | -12.0% |
| 1Y | +1.6% | +22.9% | -21.3% | -8.0% |
| 3Y | +16.0% | -24.6% | +40.6% | +16.8% |
| 5Y | +16.1% | -43.2% | +59.3% | +19.5% |
| 10Y | +211.4% | -12.3% | +223.7% | +147.2% |
| All | +1,710.4% | +252.1% | +1,458.4% | +636.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling