+16.1%
NXPI vs SMR
+87.6%
-71.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +15.3% | -17.0% | -3.2% |
| 7D | +0.7% | +21.4% | -20.7% | -1.4% |
| 30D | -6.6% | +13.8% | -20.5% | -8.1% |
| 3M | -25.4% | +3.9% | -29.3% | -26.2% |
| 6M | +11.9% | -4.2% | +16.1% | +10.6% |
| YTD | +4.0% | -21.1% | +25.1% | +3.8% |
| 1Y | +1.0% | -67.1% | +68.1% | +6.9% |
| All | +16.1% | +87.6% | -71.5% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling