+34.5%
NXPI vs SRE
+51.9%
-17.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.2% |
| 7D | +9.4% | -1.1% | +10.4% | +9.8% |
| 30D | +18.1% | -4.1% | +22.2% | +20.0% |
| 3M | +15.0% | -7.3% | +22.3% | +18.0% |
| 6M | -8.4% | -14.1% | +5.7% | -3.4% |
| YTD | +24.8% | -8.5% | +33.3% | +28.0% |
| 1Y | +33.3% | -12.0% | +45.3% | +38.7% |
| 3Y | +51.0% | +23.4% | +27.6% | +30.2% |
| 5Y | +34.5% | +51.3% | -16.8% | +2.7% |
| All | +34.5% | +51.9% | -17.4% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling