+5.1%
NXPI vs SPYG
+17.3%
-12.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +2.3% |
| 7D | +0.7% | -1.8% | +2.5% | +2.7% |
| 30D | -4.2% | -1.9% | -2.3% | -2.2% |
| 3M | -20.4% | +5.2% | -25.6% | -24.2% |
| 6M | +12.5% | +15.6% | -3.0% | -1.7% |
| YTD | +5.2% | +12.4% | -7.2% | -5.2% |
| 1Y | +5.1% | +17.5% | -12.3% | -10.6% |
| All | +5.1% | +17.3% | -12.2% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling