+2,030.0%
NXPI vs SPG
+448.0%
+1,582.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.7% |
| 7D | -0.5% | +5.6% | -6.1% | -3.2% |
| 30D | +15.0% | +17.6% | -2.6% | +5.8% |
| 3M | +12.6% | +7.5% | +5.1% | +8.3% |
| 6M | -10.6% | +18.5% | -29.1% | -18.8% |
| YTD | +22.1% | +30.9% | -8.8% | +4.9% |
| 1Y | +29.8% | +34.1% | -4.3% | +10.0% |
| 3Y | +47.8% | +135.5% | -87.8% | -6.2% |
| 5Y | +33.9% | +86.5% | -52.7% | -5.5% |
| 10Y | +208.7% | +116.1% | +92.6% | +82.6% |
| All | +2,030.0% | +448.0% | +1,582.0% | +328.1% |
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