+1.6%
NXPI vs SM
+46.0%
-44.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -2.3% | -0.2% | -2.0% | -2.3% |
| 30D | -4.3% | +20.3% | -24.6% | -4.4% |
| 3M | -24.7% | +22.9% | -47.6% | -24.5% |
| 6M | +9.7% | +47.8% | -38.1% | +8.0% |
| YTD | +3.8% | +107.5% | -103.7% | -1.4% |
| 1Y | +1.6% | +51.7% | -50.1% | +2.3% |
| All | +1.6% | +46.0% | -44.4% | +2.3% |
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