+7.8%
NXPI vs SN
+490.7%
-482.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | +1.9% | -9.3% | +11.2% | +5.0% |
| 30D | -1.4% | -4.8% | +3.4% | -0.1% |
| 3M | -29.1% | +40.4% | -69.5% | -37.1% |
| 6M | +6.2% | +50.9% | -44.7% | -8.9% |
| YTD | +5.9% | +54.9% | -49.1% | -10.1% |
| 1Y | +2.9% | +43.0% | -40.1% | -10.8% |
| 3Y | +14.5% | +391.8% | -377.3% | -18.9% |
| All | +7.8% | +490.7% | -482.9% | -23.8% |
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