+212.4%
NXPI vs SRE
+127.7%
+84.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | +6.8% | +1.8% | +5.0% | +6.0% |
| 30D | +20.0% | -3.0% | +23.0% | +21.5% |
| 3M | +14.8% | -7.3% | +22.1% | +17.9% |
| 6M | -10.5% | -11.9% | +1.4% | -6.3% |
| YTD | +23.7% | -7.9% | +31.6% | +26.8% |
| 1Y | +34.1% | -11.1% | +45.2% | +39.3% |
| 3Y | +51.2% | +24.8% | +26.4% | +32.6% |
| 5Y | +33.4% | +52.4% | -19.0% | +7.0% |
| All | +212.4% | +127.7% | +84.7% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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