+1,988.1%
NXPI vs SPG
+444.6%
+1,543.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.3% | +2.2% |
| 7D | -0.3% | +5.1% | -5.4% | -2.8% |
| 30D | +12.7% | +16.8% | -4.1% | +4.1% |
| 3M | +7.5% | +5.7% | +1.8% | +4.3% |
| 6M | -12.3% | +17.8% | -30.1% | -20.2% |
| YTD | +19.7% | +30.1% | -10.4% | +3.2% |
| 1Y | +27.6% | +32.8% | -5.2% | +8.7% |
| 3Y | +50.0% | +137.2% | -87.3% | -5.1% |
| 5Y | +27.2% | +81.5% | -54.3% | -9.0% |
| 10Y | +200.5% | +116.5% | +84.0% | +77.0% |
| All | +1,988.1% | +444.6% | +1,543.6% | +321.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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