+16.8%
NXPI vs SPMO
+145.0%
-128.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.3% | +3.7% |
| 7D | +0.7% | +0.1% | +0.6% | +0.5% |
| 30D | -4.2% | -0.7% | -3.5% | -3.7% |
| 3M | -20.4% | +2.8% | -23.3% | -23.4% |
| 6M | +12.5% | +24.4% | -11.9% | -14.9% |
| YTD | +5.2% | +24.2% | -18.9% | -20.4% |
| 1Y | +5.1% | +24.5% | -19.4% | -20.8% |
| 3Y | +17.7% | +155.6% | -137.9% | -65.1% |
| 5Y | +16.8% | +148.2% | -131.4% | -62.7% |
| All | +16.8% | +145.0% | -128.1% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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