+1,747.1%
NXPI vs SRE
+437.7%
+1,309.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.6% |
| 7D | +1.9% | -0.3% | +2.2% | +1.9% |
| 30D | -1.4% | -0.7% | -0.7% | -1.4% |
| 3M | -29.1% | -6.3% | -22.7% | -27.3% |
| 6M | +6.2% | -10.7% | +16.9% | +11.2% |
| YTD | +5.9% | -3.5% | +9.3% | +6.7% |
| 1Y | +2.9% | +5.3% | -2.4% | -0.9% |
| 3Y | +14.5% | +31.8% | -17.3% | -4.3% |
| 5Y | +17.1% | +47.4% | -30.3% | -8.7% |
| 10Y | +193.4% | +120.6% | +72.8% | +72.7% |
| All | +1,747.1% | +437.7% | +1,309.4% | +243.1% |
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