+22.0%
NXPI vs SPGI
+11.1%
+10.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.1% |
| 7D | -4.4% | +0.3% | -4.6% | -4.5% |
| 30D | +5.6% | +18.4% | -12.8% | -3.1% |
| 3M | +7.6% | +15.7% | -8.1% | -0.8% |
| 6M | -17.6% | +17.3% | -34.8% | -26.1% |
| YTD | +15.9% | -4.7% | +20.6% | +17.6% |
| 1Y | +22.4% | +1.8% | +20.6% | +18.0% |
| 3Y | +43.2% | +31.7% | +11.5% | +10.6% |
| All | +22.0% | +11.1% | +10.9% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling