+31.9%
NXPI vs SM
+70.4%
-38.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -15.3% | +16.1% | -0.1% |
| 7D | +5.3% | -21.5% | +26.8% | +3.8% |
| 30D | +9.5% | -11.4% | +20.9% | +8.8% |
| 3M | +12.0% | +0.6% | +11.4% | +12.2% |
| 6M | -8.1% | +0.2% | -8.4% | -7.4% |
| YTD | +23.7% | +69.7% | -46.0% | +24.8% |
| 1Y | +31.9% | +71.6% | -39.6% | +33.8% |
| All | +31.9% | +70.4% | -38.4% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling