+18.0%
NXPI vs SN
+659.6%
-641.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +0.7% |
| 7D | -4.4% | +7.2% | -11.5% | -6.4% |
| 30D | +5.6% | +20.4% | -14.8% | -0.3% |
| 3M | +7.6% | +23.9% | -16.3% | +0.2% |
| 6M | -17.6% | +93.0% | -110.6% | -34.3% |
| YTD | +15.9% | +99.2% | -83.3% | -9.3% |
| 1Y | +22.4% | +142.6% | -120.2% | -10.4% |
| 3Y | +43.2% | +398.8% | -355.6% | -6.3% |
| All | +18.0% | +659.6% | -641.6% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 all: compounded portfolio wealth divided by compounded SN 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…
all analysis · Full analysis span regression · 6 months rolling