+17.1%
NXPI vs SPGI
+8.3%
+8.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +2.1% |
| 7D | +1.9% | +0.1% | +1.8% | +1.7% |
| 30D | -1.4% | +8.4% | -9.8% | -5.8% |
| 3M | -29.1% | +11.8% | -40.9% | -34.4% |
| 6M | +6.2% | +5.7% | +0.5% | +0.8% |
| YTD | +5.9% | -9.7% | +15.5% | +10.4% |
| 1Y | +2.9% | -12.5% | +15.3% | +9.0% |
| 3Y | +14.5% | +21.8% | -7.3% | -6.8% |
| All | +17.1% | +8.3% | +8.9% | -0.4% |
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