+210.0%
NXPI vs SRE
+124.1%
+85.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.9% |
| 7D | +0.7% | -0.7% | +1.3% | +0.9% |
| 30D | -4.2% | -1.7% | -2.5% | -3.8% |
| 3M | -20.4% | -7.1% | -13.4% | -18.4% |
| 6M | +12.5% | -8.4% | +20.9% | +15.7% |
| YTD | +5.2% | -3.5% | +8.7% | +5.9% |
| 1Y | +5.1% | +5.4% | -0.3% | +1.9% |
| 3Y | +17.7% | +29.5% | -11.8% | +2.1% |
| 5Y | +16.8% | +48.3% | -31.5% | -4.6% |
| All | +210.0% | +124.1% | +85.9% | +143.6% |
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