+22.0%
NXPI vs SM
-11.5%
+33.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.4% |
| 7D | -4.4% | -25.9% | +21.5% | +1.7% |
| 30D | +5.6% | -15.1% | +20.7% | +8.6% |
| 3M | +7.6% | +4.9% | +2.7% | +4.6% |
| 6M | -17.6% | +6.1% | -23.7% | -21.4% |
| YTD | +15.9% | +63.4% | -47.5% | -3.3% |
| 1Y | +22.4% | +72.5% | -50.1% | +0.1% |
| 3Y | +43.2% | -16.9% | +60.1% | +36.1% |
| All | +22.0% | -11.5% | +33.5% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling