+17.7%
NXPI vs SRE
+51.2%
-33.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.4% |
| 7D | +0.7% | +1.4% | -0.8% | +0.1% |
| 30D | -6.6% | +1.9% | -8.5% | -7.5% |
| 3M | -25.4% | -3.3% | -22.1% | -24.7% |
| 6M | +11.9% | -6.4% | +18.3% | +14.1% |
| YTD | +4.0% | -1.8% | +5.8% | +4.0% |
| 1Y | +1.0% | +10.7% | -9.7% | -4.1% |
| 3Y | +16.3% | +31.8% | -15.5% | -1.6% |
| 5Y | +17.7% | +49.2% | -31.5% | -4.9% |
| All | +17.7% | +51.2% | -33.5% | -4.9% |
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