+223.9%
NXPI vs SMTC
+548.2%
-324.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.1% | -0.6% | +2.4% |
| 7D | +3.9% | +13.1% | -9.2% | -1.5% |
| 30D | +1.4% | +19.5% | -18.1% | -7.5% |
| 3M | -21.5% | +2.2% | -23.8% | -25.2% |
| 6M | +19.4% | +94.9% | -75.5% | -14.6% |
| YTD | +9.9% | +127.0% | -117.0% | -26.9% |
| 1Y | +7.9% | +174.6% | -166.7% | -35.1% |
| 3Y | +22.7% | +615.9% | -593.2% | -64.3% |
| 5Y | +22.1% | +125.6% | -103.5% | -36.0% |
| All | +223.9% | +548.2% | -324.3% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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