+34.7%
NXPI vs SPYG
+67.3%
-32.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | +0.3% |
| 7D | +6.8% | +2.3% | +4.4% | +3.7% |
| 30D | +20.0% | -6.5% | +26.5% | +30.5% |
| 3M | +14.8% | -6.8% | +21.7% | +25.5% |
| 6M | -10.5% | -3.1% | -7.3% | -6.4% |
| YTD | +23.7% | +8.0% | +15.7% | +12.4% |
| 1Y | +34.1% | +10.2% | +23.8% | +18.6% |
| 3Y | +51.2% | +91.0% | -39.8% | -32.7% |
| All | +34.7% | +67.3% | -32.5% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling