+215.0%
NXPI vs SPGI
+329.2%
-114.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | 0.0% |
| 7D | +9.4% | -0.8% | +10.2% | +9.9% |
| 30D | +18.1% | +14.3% | +3.8% | +8.7% |
| 3M | +15.0% | +14.5% | +0.5% | +4.8% |
| 6M | -8.4% | +17.3% | -25.7% | -19.7% |
| YTD | +24.8% | -4.6% | +29.3% | +23.6% |
| 1Y | +33.3% | +0.8% | +32.5% | +26.8% |
| 3Y | +51.0% | +28.8% | +22.2% | +18.0% |
| 5Y | +34.5% | +14.0% | +20.6% | +13.3% |
| All | +215.0% | +329.2% | -114.2% | +42.5% |
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