+210.0%
NXPI vs SPYG
+420.3%
-210.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +2.5% |
| 7D | +0.7% | -1.8% | +2.5% | +3.0% |
| 30D | -4.2% | -1.9% | -2.3% | -1.9% |
| 3M | -20.4% | +5.2% | -25.6% | -25.1% |
| 6M | +12.5% | +15.6% | -3.0% | -6.0% |
| YTD | +5.2% | +12.4% | -7.2% | -9.0% |
| 1Y | +5.1% | +17.5% | -12.3% | -14.1% |
| 3Y | +17.7% | +98.1% | -80.4% | -49.2% |
| 5Y | +16.8% | +84.9% | -68.1% | -43.8% |
| All | +210.0% | +420.3% | -210.3% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling