+42.2%
NXPI vs SMR
-14.3%
+56.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -15.7% | +20.2% | +6.1% |
| 7D | +3.9% | -11.2% | +15.1% | +4.7% |
| 30D | +1.4% | -10.2% | +11.6% | +1.9% |
| 3M | -21.5% | -10.0% | -11.5% | -21.3% |
| 6M | +19.4% | -30.5% | +49.9% | +21.5% |
| YTD | +9.9% | -39.2% | +49.2% | +12.4% |
| 1Y | +7.9% | -75.5% | +83.4% | +18.1% |
| 3Y | +22.7% | +45.4% | -22.8% | +2.1% |
| All | +42.2% | -14.3% | +56.5% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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