+5.1%
NXPI vs SMR
-72.0%
+77.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +7.0% | +2.1% |
| 7D | +0.7% | +4.7% | -4.1% | -0.2% |
| 30D | -4.2% | +3.2% | -7.4% | -5.0% |
| 3M | -20.4% | +9.9% | -30.3% | -22.0% |
| 6M | +12.5% | -15.1% | +27.6% | +12.1% |
| YTD | +5.2% | -27.9% | +33.2% | +5.9% |
| 1Y | +5.1% | -70.2% | +75.4% | +12.4% |
| All | +5.1% | -72.0% | +77.1% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling