+1,747.1%
NXPI vs SPYG
+1,117.0%
+630.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +1.9% | +0.4% | +1.5% | +1.3% |
| 30D | -1.4% | -0.4% | -1.0% | -0.9% |
| 3M | -29.1% | +0.5% | -29.6% | -29.2% |
| 6M | +6.2% | +17.5% | -11.3% | -15.0% |
| YTD | +5.9% | +14.3% | -8.5% | -12.2% |
| 1Y | +2.9% | +21.7% | -18.8% | -22.0% |
| 3Y | +14.5% | +98.6% | -84.1% | -55.8% |
| 5Y | +17.1% | +85.1% | -68.1% | -49.3% |
| 10Y | +193.4% | +412.0% | -218.7% | -73.8% |
| All | +1,747.1% | +1,117.0% | +630.1% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling