+1,921.9%
NXPI vs SPGI
+2,000.3%
-78.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.2% |
| 7D | -4.4% | +0.3% | -4.6% | -4.6% |
| 30D | +5.6% | +18.4% | -12.8% | -5.9% |
| 3M | +7.6% | +15.7% | -8.1% | -3.4% |
| 6M | -17.6% | +17.3% | -34.8% | -28.6% |
| YTD | +15.9% | -4.7% | +20.6% | +14.1% |
| 1Y | +22.4% | +1.8% | +20.6% | +14.4% |
| 3Y | +43.2% | +31.7% | +11.5% | +8.7% |
| 5Y | +21.4% | +12.1% | +9.3% | +2.7% |
| 10Y | +186.8% | +341.9% | -155.1% | -15.3% |
| All | +1,921.9% | +2,000.3% | -78.3% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling