+1,747.1%
NXPI vs SPGI
+1,891.2%
-144.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +2.3% |
| 7D | +1.9% | +0.1% | +1.8% | +1.5% |
| 30D | -1.4% | +8.4% | -9.8% | -7.2% |
| 3M | -29.1% | +11.8% | -40.9% | -36.0% |
| 6M | +6.2% | +5.7% | +0.5% | -1.3% |
| YTD | +5.9% | -9.7% | +15.5% | +8.4% |
| 1Y | +2.9% | -12.5% | +15.3% | +6.9% |
| 3Y | +14.5% | +21.8% | -7.3% | -8.1% |
| 5Y | +17.1% | +8.2% | +8.9% | +1.3% |
| 10Y | +193.4% | +309.5% | -116.2% | -8.6% |
| All | +1,747.1% | +1,891.2% | -144.1% | +45.9% |
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 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