-10.5%
NXPI vs SMR
-61.3%
+50.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.1% |
| 7D | +6.8% | -8.3% | +15.0% | +8.7% |
| 30D | +20.0% | -20.1% | +40.1% | +25.6% |
| 3M | +14.8% | -52.7% | +67.5% | +31.4% |
| 6M | -10.5% | -61.0% | +50.6% | +6.7% |
| All | -10.5% | -61.3% | +50.8% | +6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling