+211.4%
NXPI vs SM
+16.0%
+195.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -2.3% | -0.2% | -2.0% | -2.3% |
| 30D | -4.3% | +20.3% | -24.6% | -7.2% |
| 3M | -24.7% | +22.9% | -47.6% | -27.8% |
| 6M | +9.7% | +47.8% | -38.1% | +1.4% |
| YTD | +3.8% | +107.5% | -103.7% | -9.6% |
| 1Y | +1.6% | +51.7% | -50.1% | -7.3% |
| 3Y | +16.0% | -0.9% | +16.9% | +11.1% |
| 5Y | +16.1% | +112.2% | -96.1% | -3.4% |
| 10Y | +211.4% | +20.3% | +191.1% | +94.8% |
| All | +211.4% | +16.0% | +195.4% | +94.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling