+1,747.1%
NXPI vs SM
+3.7%
+1,743.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.7% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | -1.4% | +26.3% | -27.7% | -5.8% |
| 3M | -29.1% | +8.7% | -37.7% | -30.9% |
| 6M | +6.2% | +51.7% | -45.5% | -3.5% |
| YTD | +5.9% | +99.0% | -93.2% | -9.0% |
| 1Y | +2.9% | +34.6% | -31.7% | -5.4% |
| 3Y | +14.5% | -7.8% | +22.2% | +10.4% |
| 5Y | +17.1% | +104.8% | -87.7% | -6.0% |
| 10Y | +193.4% | +7.2% | +186.1% | +82.3% |
| All | +1,747.1% | +3.7% | +1,743.4% | +846.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling