+185.5%
NXPI vs SPMO
+575.8%
-390.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -2.3% |
| 7D | +0.7% | +3.4% | -2.7% | -3.1% |
| 30D | -6.6% | +0.5% | -7.1% | -7.3% |
| 3M | -25.4% | +1.9% | -27.3% | -27.0% |
| 6M | +11.9% | +27.8% | -15.9% | -15.2% |
| YTD | +4.0% | +26.7% | -22.6% | -20.5% |
| 1Y | +1.0% | +28.9% | -27.9% | -24.4% |
| 3Y | +16.3% | +160.7% | -144.3% | -59.8% |
| 5Y | +17.7% | +150.2% | -132.5% | -56.6% |
| 10Y | +195.8% | +517.5% | -321.7% | -41.8% |
| All | +185.5% | +575.8% | -390.3% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling