+2,076.7%
NXPI vs SRE
+409.6%
+1,667.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.3% |
| 7D | +9.4% | -1.1% | +10.4% | +9.9% |
| 30D | +18.1% | -4.1% | +22.2% | +20.4% |
| 3M | +15.0% | -7.3% | +22.3% | +18.6% |
| 6M | -8.4% | -14.1% | +5.7% | -2.4% |
| YTD | +24.8% | -8.5% | +33.3% | +28.7% |
| 1Y | +33.3% | -12.0% | +45.3% | +39.9% |
| 3Y | +51.0% | +23.4% | +27.6% | +30.2% |
| 5Y | +34.5% | +51.3% | -16.8% | +3.4% |
| 10Y | +211.8% | +126.3% | +85.5% | +79.4% |
| All | +2,076.7% | +409.6% | +1,667.1% | +314.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling