+200.5%
NXPI vs SPGI
+335.6%
-135.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +2.8% |
| 7D | -0.3% | -0.9% | +0.5% | +0.2% |
| 30D | +12.7% | +15.5% | -2.8% | +3.0% |
| 3M | +7.5% | +15.7% | -8.2% | -2.7% |
| 6M | -12.3% | +19.1% | -31.4% | -23.9% |
| YTD | +19.7% | -4.1% | +23.7% | +18.2% |
| 1Y | +27.6% | +1.2% | +26.4% | +21.0% |
| 3Y | +50.0% | +31.6% | +18.4% | +15.4% |
| 5Y | +27.2% | +12.4% | +14.7% | +8.3% |
| 10Y | +200.5% | +334.3% | -133.8% | +35.9% |
| All | +200.5% | +335.6% | -135.1% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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